Fault prediction for nonlinear stochastic system with incipient faults based on particle filter and nonlinear regression.

Science.gov (United States)

Ding, Bo; Fang, Huajing

2017-05-01

This paper is concerned with the fault prediction for the nonlinear stochastic system with incipient faults. Based on the particle filter and the reasonable assumption about the incipient faults, the modified fault estimation algorithm is proposed, and the system state is estimated simultaneously. According to the modified fault estimation, an intuitive fault detection strategy is introduced. Once each of the incipient fault is detected, the parameters of which are identified by a nonlinear regression method. Then, based on the estimated parameters, the future fault signal can be predicted. Finally, the effectiveness of the proposed method is verified by the simulations of the Three-tank system. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

An Error-Entropy Minimization Algorithm for Tracking Control of Nonlinear Stochastic Systems with Non-Gaussian Variables

Energy Technology Data Exchange (ETDEWEB)

Liu, Yunlong; Wang, Aiping; Guo, Lei; Wang, Hong

2017-07-09

This paper presents an error-entropy minimization tracking control algorithm for a class of dynamic stochastic system. The system is represented by a set of time-varying discrete nonlinear equations with non-Gaussian stochastic input, where the statistical properties of stochastic input are unknown. By using Parzen windowing with Gaussian kernel to estimate the probability densities of errors, recursive algorithms are then proposed to design the controller such that the tracking error can be minimized. The performance of the error-entropy minimization criterion is compared with the mean-square-error minimization in the simulation results.

Stochastic sensitivity analysis of periodic attractors in non-autonomous nonlinear dynamical systems based on stroboscopic map

Energy Technology Data Exchange (ETDEWEB)

Guo, Kong-Ming, E-mail: kmguo@xidian.edu.cn [School of Electromechanical Engineering, Xidian University, P.O. Box 187, Xi' an 710071 (China); Jiang, Jun, E-mail: jun.jiang@mail.xjtu.edu.cn [State Key Laboratory for Strength and Vibration, Xi' an Jiaotong University, Xi' an 710049 (China)

2014-07-04

To apply stochastic sensitivity function method, which can estimate the probabilistic distribution of stochastic attractors, to non-autonomous dynamical systems, a 1/N-period stroboscopic map for a periodic motion is constructed in order to discretize the continuous cycle into a discrete one. In this way, the sensitivity analysis of a cycle for discrete map can be utilized and a numerical algorithm for the stochastic sensitivity analysis of periodic solutions of non-autonomous nonlinear dynamical systems under stochastic disturbances is devised. An external excited Duffing oscillator and a parametric excited laser system are studied as examples to show the validity of the proposed method. - Highlights: • A method to analyze sensitivity of stochastic periodic attractors in non-autonomous dynamical systems is proposed. • Probabilistic distribution around periodic attractors in an external excited Φ{sup 6} Duffing system is obtained. • Probabilistic distribution around a periodic attractor in a parametric excited laser system is determined.

Global output feedback stabilisation of stochastic high-order feedforward nonlinear systems with time-delay

Science.gov (United States)

Zhang, Kemei; Zhao, Cong-Ran; Xie, Xue-Jun

2015-12-01

This paper considers the problem of output feedback stabilisation for stochastic high-order feedforward nonlinear systems with time-varying delay. By using the homogeneous domination theory and solving several troublesome obstacles in the design and analysis, an output feedback controller is constructed to drive the closed-loop system globally asymptotically stable in probability.

System Entropy Measurement of Stochastic Partial Differential Systems

Directory of Open Access Journals (Sweden)

Bor-Sen Chen

2016-03-01

Full Text Available System entropy describes the dispersal of a system’s energy and is an indication of the disorder of a physical system. Several system entropy measurement methods have been developed for dynamic systems. However, most real physical systems are always modeled using stochastic partial differential dynamic equations in the spatio-temporal domain. No efficient method currently exists that can calculate the system entropy of stochastic partial differential systems (SPDSs in consideration of the effects of intrinsic random fluctuation and compartment diffusion. In this study, a novel indirect measurement method is proposed for calculating of system entropy of SPDSs using a Hamilton–Jacobi integral inequality (HJII-constrained optimization method. In other words, we solve a nonlinear HJII-constrained optimization problem for measuring the system entropy of nonlinear stochastic partial differential systems (NSPDSs. To simplify the system entropy measurement of NSPDSs, the global linearization technique and finite difference scheme were employed to approximate the nonlinear stochastic spatial state space system. This allows the nonlinear HJII-constrained optimization problem for the system entropy measurement to be transformed to an equivalent linear matrix inequalities (LMIs-constrained optimization problem, which can be easily solved using the MATLAB LMI-toolbox (MATLAB R2014a, version 8.3. Finally, several examples are presented to illustrate the system entropy measurement of SPDSs.

Fuzzy Adaptive Compensation Control of Uncertain Stochastic Nonlinear Systems With Actuator Failures and Input Hysteresis.

Science.gov (United States)

Wang, Jianhui; Liu, Zhi; Chen, C L Philip; Zhang, Yun

2017-10-12

Hysteresis exists ubiquitously in physical actuators. Besides, actuator failures/faults may also occur in practice. Both effects would deteriorate the transient tracking performance, and even trigger instability. In this paper, we consider the problem of compensating for actuator failures and input hysteresis by proposing a fuzzy control scheme for stochastic nonlinear systems. Compared with the existing research on stochastic nonlinear uncertain systems, it is found that how to guarantee a prescribed transient tracking performance when taking into account actuator failures and hysteresis simultaneously also remains to be answered. Our proposed control scheme is designed on the basis of the fuzzy logic system and backstepping techniques for this purpose. It is proven that all the signals remain bounded and the tracking error is ensured to be within a preestablished bound with the failures of hysteretic actuator. Finally, simulations are provided to illustrate the effectiveness of the obtained theoretical results.

New travelling wave solutions for nonlinear stochastic evolution

Indian Academy of Sciences (India)

The nonlinear stochastic evolution equations have a wide range of applications in physics, chemistry, biology, economics and finance from various points of view. In this paper, the (′/)-expansion method is implemented for obtaining new travelling wave solutions of the nonlinear (2 + 1)-dimensional stochastic ...

Stochastic inflation and nonlinear gravity

International Nuclear Information System (INIS)

Salopek, D.S.; Bond, J.R.

1991-01-01

We show how nonlinear effects of the metric and scalar fields may be included in stochastic inflation. Our formalism can be applied to non-Gaussian fluctuation models for galaxy formation. Fluctuations with wavelengths larger than the horizon length are governed by a network of Langevin equations for the physical fields. Stochastic noise terms arise from quantum fluctuations that are assumed to become classical at horizon crossing and that then contribute to the background. Using Hamilton-Jacobi methods, we solve the Arnowitt-Deser-Misner constraint equations which allows us to separate the growing modes from the decaying ones in the drift phase following each stochastic impulse. We argue that the most reasonable choice of time hypersurfaces for the Langevin system during inflation is T=ln(Ha), where H and a are the local values of the Hubble parameter and the scale factor, since T is the natural time for evolving the short-wavelength scalar field fluctuations in an inhomogeneous background

Adaptive neural network output feedback control for stochastic nonlinear systems with unknown dead-zone and unmodeled dynamics.

Science.gov (United States)

Tong, Shaocheng; Wang, Tong; Li, Yongming; Zhang, Huaguang

2014-06-01

This paper discusses the problem of adaptive neural network output feedback control for a class of stochastic nonlinear strict-feedback systems. The concerned systems have certain characteristics, such as unknown nonlinear uncertainties, unknown dead-zones, unmodeled dynamics and without the direct measurements of state variables. In this paper, the neural networks (NNs) are employed to approximate the unknown nonlinear uncertainties, and then by representing the dead-zone as a time-varying system with a bounded disturbance. An NN state observer is designed to estimate the unmeasured states. Based on both backstepping design technique and a stochastic small-gain theorem, a robust adaptive NN output feedback control scheme is developed. It is proved that all the variables involved in the closed-loop system are input-state-practically stable in probability, and also have robustness to the unmodeled dynamics. Meanwhile, the observer errors and the output of the system can be regulated to a small neighborhood of the origin by selecting appropriate design parameters. Simulation examples are also provided to illustrate the effectiveness of the proposed approach.

Role of statistical linearization in the solution of nonlinear stochastic equations

International Nuclear Information System (INIS)

Budgor, A.B.

1977-01-01

The solution of a generalized Langevin equation is referred to as a stochastic process. If the external forcing function is Gaussian white noise, the forward Kolmogarov equation yields the transition probability density function. Nonlinear problems must be handled by approximation procedures e.g., perturbation theories, eigenfunction expansions, and nonlinear optimization procedures. After some comments on the first two of these, attention is directed to the third, and the method of statistical linearization is used to demonstrate a relation to the former two. Nonlinear stochastic systems exhibiting sustained or forced oscillations and the centered nonlinear Schroedinger equation in the presence of Gaussian white noise excitation are considered as examples. 5 figures, 2 tables

Decentralized adaptive neural control for high-order interconnected stochastic nonlinear time-delay systems with unknown system dynamics.

Science.gov (United States)

Si, Wenjie; Dong, Xunde; Yang, Feifei

2018-03-01

This paper is concerned with the problem of decentralized adaptive backstepping state-feedback control for uncertain high-order large-scale stochastic nonlinear time-delay systems. For the control design of high-order large-scale nonlinear systems, only one adaptive parameter is constructed to overcome the over-parameterization, and neural networks are employed to cope with the difficulties raised by completely unknown system dynamics and stochastic disturbances. And then, the appropriate Lyapunov-Krasovskii functional and the property of hyperbolic tangent functions are used to deal with the unknown unmatched time-delay interactions of high-order large-scale systems for the first time. At last, on the basis of Lyapunov stability theory, the decentralized adaptive neural controller was developed, and it decreases the number of learning parameters. The actual controller can be designed so as to ensure that all the signals in the closed-loop system are semi-globally uniformly ultimately bounded (SGUUB) and the tracking error converges in the small neighborhood of zero. The simulation example is used to further show the validity of the design method. Copyright © 2018 Elsevier Ltd. All rights reserved.

Bonus algorithm for large scale stochastic nonlinear programming problems

CERN Document Server

Diwekar, Urmila

2015-01-01

This book presents the details of the BONUS algorithm and its real world applications in areas like sensor placement in large scale drinking water networks, sensor placement in advanced power systems, water management in power systems, and capacity expansion of energy systems. A generalized method for stochastic nonlinear programming based on a sampling based approach for uncertainty analysis and statistical reweighting to obtain probability information is demonstrated in this book. Stochastic optimization problems are difficult to solve since they involve dealing with optimization and uncertainty loops. There are two fundamental approaches used to solve such problems. The first being the decomposition techniques and the second method identifies problem specific structures and transforms the problem into a deterministic nonlinear programming problem. These techniques have significant limitations on either the objective function type or the underlying distributions for the uncertain variables. Moreover, these ...

Inference of a Nonlinear Stochastic Model of the Cardiorespiratory Interaction

Science.gov (United States)

Smelyanskiy, V. N.; Luchinsky, D. G.; Stefanovska, A.; McClintock, P. V.

2005-03-01

We reconstruct a nonlinear stochastic model of the cardiorespiratory interaction in terms of a set of polynomial basis functions representing the nonlinear force governing system oscillations. The strength and direction of coupling and noise intensity are simultaneously inferred from a univariate blood pressure signal. Our new inference technique does not require extensive global optimization, and it is applicable to a wide range of complex dynamical systems subject to noise.

Stochastic development regression on non-linear manifolds

DEFF Research Database (Denmark)

Kühnel, Line; Sommer, Stefan Horst

2017-01-01

We introduce a regression model for data on non-linear manifolds. The model describes the relation between a set of manifold valued observations, such as shapes of anatomical objects, and Euclidean explanatory variables. The approach is based on stochastic development of Euclidean diffusion...... processes to the manifold. Defining the data distribution as the transition distribution of the mapped stochastic process, parameters of the model, the non-linear analogue of design matrix and intercept, are found via maximum likelihood. The model is intrinsically related to the geometry encoded...

Stochastic pump effect and geometric phases in dissipative and stochastic systems

Energy Technology Data Exchange (ETDEWEB)

Sinitsyn, Nikolai [Los Alamos National Laboratory

2008-01-01

The success of Berry phases in quantum mechanics stimulated the study of similar phenomena in other areas of physics, including the theory of living cell locomotion and motion of patterns in nonlinear media. More recently, geometric phases have been applied to systems operating in a strongly stochastic environment, such as molecular motors. We discuss such geometric effects in purely classical dissipative stochastic systems and their role in the theory of the stochastic pump effect (SPE).

Online prediction and control in nonlinear stochastic systems

DEFF Research Database (Denmark)

Nielsen, Torben Skov

2002-01-01

speed and the relationship between (primarily) wind speed and wind power (the power curve). In paper G the model parameters are estimated using a RLS algorithm and any systematic time-variation of the model parameters is disregarded. Two di erent parameterizations of the power curve is considered...... are estimated using the algorithm proposed in paper C. The power curve and the diurnal variation of wind speed is estimated separately using the local polynomial regression procedure described in paper A . In paper J the parameters of the prediction model is assumed to be smooth functions of wind direction (and......The present thesis consists of a summary report and ten research papers. The subject of the thesis is on-line prediction and control of non-linear and non-stationary systems based on stochastic modelling. The thesis consists of three parts where the rst part deals with on-line estimation in linear...

A data driven nonlinear stochastic model for blood glucose dynamics.

Science.gov (United States)

Zhang, Yan; Holt, Tim A; Khovanova, Natalia

2016-03-01

The development of adequate mathematical models for blood glucose dynamics may improve early diagnosis and control of diabetes mellitus (DM). We have developed a stochastic nonlinear second order differential equation to describe the response of blood glucose concentration to food intake using continuous glucose monitoring (CGM) data. A variational Bayesian learning scheme was applied to define the number and values of the system's parameters by iterative optimisation of free energy. The model has the minimal order and number of parameters to successfully describe blood glucose dynamics in people with and without DM. The model accounts for the nonlinearity and stochasticity of the underlying glucose-insulin dynamic process. Being data-driven, it takes full advantage of available CGM data and, at the same time, reflects the intrinsic characteristics of the glucose-insulin system without detailed knowledge of the physiological mechanisms. We have shown that the dynamics of some postprandial blood glucose excursions can be described by a reduced (linear) model, previously seen in the literature. A comprehensive analysis demonstrates that deterministic system parameters belong to different ranges for diabetes and controls. Implications for clinical practice are discussed. This is the first study introducing a continuous data-driven nonlinear stochastic model capable of describing both DM and non-DM profiles. Copyright © 2015 The Authors. Published by Elsevier Ireland Ltd.. All rights reserved.

Stochastic Parameter Estimation of Non-Linear Systems Using Only Higher Order Spectra of the Measured Response

Science.gov (United States)

Vasta, M.; Roberts, J. B.

1998-06-01

Methods for using fourth order spectral quantities to estimate the unknown parameters in non-linear, randomly excited dynamic systems are developed. Attention is focused on the case where only the response is measurable and the excitation is unmeasurable and known only in terms of a stochastic process model. The approach is illustrated through application to a non-linear oscillator with both non-linear damping and stiffness and with excitation modelled as a stationary Gaussian white noise process. The methods have applications in studies of the response of structures to random environmental loads, such as wind and ocean wave forces.

H∞ Excitation Control Design for Stochastic Power Systems with Input Delay Based on Nonlinear Hamiltonian System Theory

Directory of Open Access Journals (Sweden)

Weiwei Sun

2015-01-01

Full Text Available This paper presents H∞ excitation control design problem for power systems with input time delay and disturbances by using nonlinear Hamiltonian system theory. The impact of time delays introduced by remote signal transmission and processing in wide-area measurement system (WAMS is well considered. Meanwhile, the systems under investigation are disturbed by random fluctuation. First, under prefeedback technique, the power systems are described as a nonlinear Hamiltonian system. Then the H∞ excitation controller of generators connected to distant power systems with time delay and stochasticity is designed. Based on Lyapunov functional method, some sufficient conditions are proposed to guarantee the rationality and validity of the proposed control law. The closed-loop systems under the control law are asymptotically stable in mean square independent of the time delay. And we through a simulation of a two-machine power system prove the effectiveness of the results proposed in this paper.

Nonlinear dynamics and bifurcation characteristics of shape memory alloy thin films subjected to in-plane stochastic excitation

International Nuclear Information System (INIS)

Zhu, Zhi-Wen; Zhang, Qing-Xin; Xu, Jia

2014-01-01

A kind of shape memory alloy (SMA) hysteretic nonlinear model was developed, and the nonlinear dynamics and bifurcation characteristics of the SMA thin film subjected to in-plane stochastic excitation were investigated. Van der Pol difference item was introduced to describe the hysteretic phenomena of the SMA strain–stress curves, and the nonlinear dynamic model of the SMA thin film subjected to in-plane stochastic excitation was developed. The conditions of global stochastic stability of the system were determined in singular boundary theory, and the probability density function of the system response was obtained. Finally, the conditions of stochastic Hopf bifurcation were analyzed. The results of theoretical analysis and numerical simulation indicate that self-excited vibration is induced by the hysteretic nonlinear characteristics of SMA, and stochastic Hopf bifurcation appears when the bifurcation parameter was changed; there are two limit cycles in the stationary probability density of the dynamic response of the system in some cases, which means that there are two vibration amplitudes whose probabilities are both very high, and jumping phenomena between the two vibration amplitudes appear with the change in conditions. The results obtained in this current paper are helpful for the application of the SMA thin film in stochastic vibration fields. - Highlights: • Hysteretic nonlinear model of shape memory alloy was developed. • Van der Pol item was introduced to interpret hysteretic strain–stress curves. • Nonlinear dynamic characteristics of the shape memory alloy film were analyzed. • Jumping phenomena were observed in the change of the parameters

Non-linear stochastic response of a shallow cable

DEFF Research Database (Denmark)

Larsen, Jesper Winther; Nielsen, Søren R.K.

2004-01-01

The paper considers the stochastic response of geometrical non-linear shallow cables. Large rain-wind induced cable oscillations with non-linear interactions have been observed in many large cable stayed bridges during the last decades. The response of the cable is investigated for a reduced two...

Backward stochastic differential equations from linear to fully nonlinear theory

CERN Document Server

Zhang, Jianfeng

2017-01-01

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.

Non-fragile robust stabilization and H{sub {infinity}} control for uncertain stochastic nonlinear time-delay systems

Energy Technology Data Exchange (ETDEWEB)

Zhang Jinhui [Department of Automatic Control, Beijing Institute of Technology, Beijing 100081 (China)], E-mail: jinhuizhang82@gmail.com; Shi Peng [Faculty of Advanced Technology, University of Glamorgan, Pontypridd CF37 1DL (United Kingdom); ILSCM, School of Science and Engineering, Victoria University, Melbourne, Vic. 8001 (Australia); School of Mathematics and Statistics, University of South Australia, Mawson Lakes, SA 5095 (Australia)], E-mail: pshi@glam.ac.uk; Yang Hongjiu [Department of Automatic Control, Beijing Institute of Technology, Beijing 100081 (China)], E-mail: yanghongjiu@gmail.com

2009-12-15

This paper deals with the problem of non-fragile robust stabilization and H{sub {infinity}} control for a class of uncertain stochastic nonlinear time-delay systems. The parametric uncertainties are real time-varying as well as norm bounded. The time-delay factors are unknown and time-varying with known bounds. The aim is to design a memoryless non-fragile state feedback control law such that the closed-loop system is stochastically asymptotically stable in the mean square and the effect of the disturbance input on the controlled output is less than a prescribed level for all admissible parameter uncertainties. New sufficient conditions for the existence of such controllers are presented based on the linear matrix inequalities (LMIs) approach. Numerical example is given to illustrate the effectiveness of the developed techniques.

Approximate controllability of Sobolev type fractional stochastic nonlocal nonlinear differential equations in Hilbert spaces

Directory of Open Access Journals (Sweden)

Mourad Kerboua

2014-12-01

Full Text Available We introduce a new notion called fractional stochastic nonlocal condition, and then we study approximate controllability of class of fractional stochastic nonlinear differential equations of Sobolev type in Hilbert spaces. We use Hölder's inequality, fixed point technique, fractional calculus, stochastic analysis and methods adopted directly from deterministic control problems for the main results. A new set of sufficient conditions is formulated and proved for the fractional stochastic control system to be approximately controllable. An example is given to illustrate the abstract results.

Stochastic effects on the nonlinear Schroedinger equation

International Nuclear Information System (INIS)

Flessas, G P; Leach, P G L; Yannacopoulos, A N

2004-01-01

The aim of this article is to provide a brief review of recent advances in the field of stochastic effects on the nonlinear Schroedinger equation. The article reviews rigorous and perturbative results. (review article)

Stochastic development regression on non-linear manifolds

DEFF Research Database (Denmark)

Kühnel, Line; Sommer, Stefan Horst

2017-01-01

We introduce a regression model for data on non-linear manifolds. The model describes the relation between a set of manifold valued observations, such as shapes of anatomical objects, and Euclidean explanatory variables. The approach is based on stochastic development of Euclidean diffusion...... processes to the manifold. Defining the data distribution as the transition distribution of the mapped stochastic process, parameters of the model, the non-linear analogue of design matrix and intercept, are found via maximum likelihood. The model is intrinsically related to the geometry encoded...... in the connection of the manifold. We propose an estimation procedure which applies the Laplace approximation of the likelihood function. A simulation study of the performance of the model is performed and the model is applied to a real dataset of Corpus Callosum shapes....

Analysis of degree of nonlinearity and stochastic nature of HRV signal during meditation using delay vector variance method.

Science.gov (United States)

Reddy, L Ram Gopal; Kuntamalla, Srinivas

2011-01-01

Heart rate variability analysis is fast gaining acceptance as a potential non-invasive means of autonomic nervous system assessment in research as well as clinical domains. In this study, a new nonlinear analysis method is used to detect the degree of nonlinearity and stochastic nature of heart rate variability signals during two forms of meditation (Chi and Kundalini). The data obtained from an online and widely used public database (i.e., MIT/BIH physionet database), is used in this study. The method used is the delay vector variance (DVV) method, which is a unified method for detecting the presence of determinism and nonlinearity in a time series and is based upon the examination of local predictability of a signal. From the results it is clear that there is a significant change in the nonlinearity and stochastic nature of the signal before and during the meditation (p value > 0.01). During Chi meditation there is a increase in stochastic nature and decrease in nonlinear nature of the signal. There is a significant decrease in the degree of nonlinearity and stochastic nature during Kundalini meditation.

Applications of Nonlinear Dynamics Model and Design of Complex Systems

CERN Document Server

In, Visarath; Palacios, Antonio

2009-01-01

This edited book is aimed at interdisciplinary, device-oriented, applications of nonlinear science theory and methods in complex systems. In particular, applications directed to nonlinear phenomena with space and time characteristics. Examples include: complex networks of magnetic sensor systems, coupled nano-mechanical oscillators, nano-detectors, microscale devices, stochastic resonance in multi-dimensional chaotic systems, biosensors, and stochastic signal quantization. "applications of nonlinear dynamics: model and design of complex systems" brings together the work of scientists and engineers that are applying ideas and methods from nonlinear dynamics to design and fabricate complex systems.

Direct Adaptive Tracking Control for a Class of Pure-Feedback Stochastic Nonlinear Systems Based on Fuzzy-Approximation

Directory of Open Access Journals (Sweden)

Huanqing Wang

2014-01-01

Full Text Available The problem of fuzzy-based direct adaptive tracking control is considered for a class of pure-feedback stochastic nonlinear systems. During the controller design, fuzzy logic systems are used to approximate the packaged unknown nonlinearities, and then a novel direct adaptive controller is constructed via backstepping technique. It is shown that the proposed controller guarantees that all the signals in the closed-loop system are bounded in probability and the tracking error eventually converges to a small neighborhood around the origin in the sense of mean quartic value. The main advantages lie in that the proposed controller structure is simpler and only one adaptive parameter needs to be updated online. Simulation results are used to illustrate the effectiveness of the proposed approach.

Controlled Nonlinear Stochastic Delay Equations: Part II: Approximations and Pipe-Flow Representations

International Nuclear Information System (INIS)

Kushner, Harold J.

2012-01-01

This is the second part of a work dealing with key issues that have not been addressed in the modeling and numerical optimization of nonlinear stochastic delay systems. We consider new classes of models, such as those with nonlinear functions of several controls (such as products), each with is own delay, controlled random Poisson measure driving terms, admissions control with delayed retrials, and others. Part I was concerned with issues concerning the class of admissible controls and their approximations, since the classical definitions are inadequate for our models. This part is concerned with transportation equation representations and their approximations. Such representations of nonlinear stochastic delay models have been crucial in the development of numerical algorithms with much reduced memory and computational requirements. The representations for the new models are not obvious and are developed. They also provide a template for the adaptation of the Markov chain approximation numerical methods.

EXISTENCE OF SOLUTION TO NONLINEAR SECOND ORDER NEUTRAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DELAY

Institute of Scientific and Technical Information of China (English)

无

2010-01-01

This paper is concerned with nonlinear second order neutral stochastic differential equations with delay in a Hilbert space. Sufficient conditions for the existence of solution to the system are obtained by Picard iterations.

Stochastic Thermodynamics: A Dynamical Systems Approach

Directory of Open Access Journals (Sweden)

Tanmay Rajpurohit

2017-12-01

Full Text Available In this paper, we develop an energy-based, large-scale dynamical system model driven by Markov diffusion processes to present a unified framework for statistical thermodynamics predicated on a stochastic dynamical systems formalism. Specifically, using a stochastic state space formulation, we develop a nonlinear stochastic compartmental dynamical system model characterized by energy conservation laws that is consistent with statistical thermodynamic principles. In particular, we show that the difference between the average supplied system energy and the average stored system energy for our stochastic thermodynamic model is a martingale with respect to the system filtration. In addition, we show that the average stored system energy is equal to the mean energy that can be extracted from the system and the mean energy that can be delivered to the system in order to transfer it from a zero energy level to an arbitrary nonempty subset in the state space over a finite stopping time.

Stochastic systems with cross-correlated Gaussian white noises

International Nuclear Information System (INIS)

Wang Cheng-Yu; Song Yu-Min; Zhou Peng; Yang Hai; Gao Yun

2010-01-01

This paper theoretically investigates three stochastic systems with cross-correlation Gaussian white noises. Both steady state properties of the stochastic nonlinear systems and the nonequilibrium transitions induced by the cross-correlated noises are studied. The stationary solutions of the Fokker—Planck equation for three specific examples are analysed. It is shown explicitly that the cross-correlation of white noises can induce nonequilibrium transitions

On the Stochastic Wave Equation with Nonlinear Damping

International Nuclear Information System (INIS)

Kim, Jong Uhn

2008-01-01

We discuss an initial boundary value problem for the stochastic wave equation with nonlinear damping. We establish the existence and uniqueness of a solution. Our method for the existence of pathwise solutions consists of regularization of the equation and data, the Galerkin approximation and an elementary measure-theoretic argument. We also prove the existence of an invariant measure when the equation has pure nonlinear damping

Stochastic analysis of laminated composite plates on elastic foundation: The cases of post-buckling behavior and nonlinear free vibration

International Nuclear Information System (INIS)

Singh, B.N.; Lal, Achchhe

2010-01-01

This study deals with the stochastic post-buckling and nonlinear free vibration analysis of a laminated composite plate resting on a two parameters Pasternak foundation with Winkler cubic nonlinearity having uncertain system properties. The system properties are modeled as basic random variables. A C 0 nonlinear finite element formulation of the random problem based on higher-order shear deformation theory in the von Karman sense is presented. A direct iterative method in conjunction with a stochastic nonlinear finite element method proposed earlier by the authors is extended to analyze the effect of uncertainty in system properties on the post-buckling and nonlinear free vibration of the composite plates having Winler type of geometric nonlinearity. Mean as well as standard deviation of the responses have been obtained for various combinations of geometric parameters, foundation parameters, stacking sequences and boundary conditions and compared with those available in the literature and Monte Carlo simulation.

Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems

Science.gov (United States)

Mahdi Alavi, S. M.; Saif, Mehrdad

2013-12-01

This paper focuses on the design of the standard observer in discrete-time nonlinear stochastic systems subject to random data loss. By the assumption that the system response is incrementally bounded, two sufficient conditions are subsequently derived that guarantee exponential mean-square stability and fast convergence of the estimation error for the problem at hand. An efficient algorithm is also presented to obtain the observer gain. Finally, the proposed methodology is employed for monitoring the Continuous Stirred Tank Reactor (CSTR) via a wireless communication network. The effectiveness of the designed observer is extensively assessed by using an experimental tested-bed that has been fabricated for performance evaluation of the over wireless-network estimation techniques under realistic radio channel conditions.

Filtering and control of stochastic jump hybrid systems

CERN Document Server

Yao, Xiuming; Zheng, Wei Xing

2016-01-01

This book presents recent research work on stochastic jump hybrid systems. Specifically, the considered stochastic jump hybrid systems include Markovian jump Ito stochastic systems, Markovian jump linear-parameter-varying (LPV) systems, Markovian jump singular systems, Markovian jump two-dimensional (2-D) systems, and Markovian jump repeated scalar nonlinear systems. Some sufficient conditions are first established respectively for the stability and performances of those kinds of stochastic jump hybrid systems in terms of solution of linear matrix inequalities (LMIs). Based on the derived analysis conditions, the filtering and control problems are addressed. The book presents up-to-date research developments and novel methodologies on stochastic jump hybrid systems. The contents can be divided into two parts: the first part is focused on robust filter design problem, while the second part is put the emphasis on robust control problem. These methodologies provide a framework for stability and performance analy...

Weak-periodic stochastic resonance in a parallel array of static nonlinearities.

Directory of Open Access Journals (Sweden)

Yumei Ma

Full Text Available This paper studies the output-input signal-to-noise ratio (SNR gain of an uncoupled parallel array of static, yet arbitrary, nonlinear elements for transmitting a weak periodic signal in additive white noise. In the small-signal limit, an explicit expression for the SNR gain is derived. It serves to prove that the SNR gain is always a monotonically increasing function of the array size for any given nonlinearity and noisy environment. It also determines the SNR gain maximized by the locally optimal nonlinearity as the upper bound of the SNR gain achieved by an array of static nonlinear elements. With locally optimal nonlinearity, it is demonstrated that stochastic resonance cannot occur, i.e. adding internal noise into the array never improves the SNR gain. However, in an array of suboptimal but easily implemented threshold nonlinearities, we show the feasibility of situations where stochastic resonance occurs, and also the possibility of the SNR gain exceeding unity for a wide range of input noise distributions.

Distributed Consensus of Stochastic Delayed Multi-agent Systems Under Asynchronous Switching.

Science.gov (United States)

Wu, Xiaotai; Tang, Yang; Cao, Jinde; Zhang, Wenbing

2016-08-01

In this paper, the distributed exponential consensus of stochastic delayed multi-agent systems with nonlinear dynamics is investigated under asynchronous switching. The asynchronous switching considered here is to account for the time of identifying the active modes of multi-agent systems. After receipt of confirmation of mode's switching, the matched controller can be applied, which means that the switching time of the matched controller in each node usually lags behind that of system switching. In order to handle the coexistence of switched signals and stochastic disturbances, a comparison principle of stochastic switched delayed systems is first proved. By means of this extended comparison principle, several easy to verified conditions for the existence of an asynchronously switched distributed controller are derived such that stochastic delayed multi-agent systems with asynchronous switching and nonlinear dynamics can achieve global exponential consensus. Two examples are given to illustrate the effectiveness of the proposed method.

Application of fast orthogonal search to linear and nonlinear stochastic systems

DEFF Research Database (Denmark)

Chon, K H; Korenberg, M J; Holstein-Rathlou, N H

1997-01-01

Standard deterministic autoregressive moving average (ARMA) models consider prediction errors to be unexplainable noise sources. The accuracy of the estimated ARMA model parameters depends on producing minimum prediction errors. In this study, an accurate algorithm is developed for estimating...... linear and nonlinear stochastic ARMA model parameters by using a method known as fast orthogonal search, with an extended model containing prediction errors as part of the model estimation process. The extended algorithm uses fast orthogonal search in a two-step procedure in which deterministic terms...

Nonlinear control of fixed-wing UAVs in presence of stochastic winds

Science.gov (United States)

Rubio Hervas, Jaime; Reyhanoglu, Mahmut; Tang, Hui; Kayacan, Erdal

2016-04-01

This paper studies the control of fixed-wing unmanned aerial vehicles (UAVs) in the presence of stochastic winds. A nonlinear controller is designed based on a full nonlinear mathematical model that includes the stochastic wind effects. The air velocity is controlled exclusively using the position of the throttle, and the rest of the dynamics are controlled with the aileron, elevator, and rudder deflections. The nonlinear control design is based on a smooth approximation of a sliding mode controller. An extended Kalman filter (EKF) is proposed for the state estimation and filtering. A case study is presented: landing control of a UAV on a ship deck in the presence of wind based exclusively on LADAR measurements. The effectiveness of the nonlinear control algorithm is illustrated through a simulation example.

Fully probabilistic control for stochastic nonlinear control systems with input dependent noise.

Science.gov (United States)

Herzallah, Randa

2015-03-01

Robust controllers for nonlinear stochastic systems with functional uncertainties can be consistently designed using probabilistic control methods. In this paper a generalised probabilistic controller design for the minimisation of the Kullback-Leibler divergence between the actual joint probability density function (pdf) of the closed loop control system, and an ideal joint pdf is presented emphasising how the uncertainty can be systematically incorporated in the absence of reliable systems models. To achieve this objective all probabilistic models of the system are estimated from process data using mixture density networks (MDNs) where all the parameters of the estimated pdfs are taken to be state and control input dependent. Based on this dependency of the density parameters on the input values, explicit formulations to the construction of optimal generalised probabilistic controllers are obtained through the techniques of dynamic programming and adaptive critic methods. Using the proposed generalised probabilistic controller, the conditional joint pdfs can be made to follow the ideal ones. A simulation example is used to demonstrate the implementation of the algorithm and encouraging results are obtained. Copyright © 2014 Elsevier Ltd. All rights reserved.

Non-fragile ?-? control for discrete-time stochastic nonlinear systems under event-triggered protocols

Science.gov (United States)

Sun, Ying; Ding, Derui; Zhang, Sunjie; Wei, Guoliang; Liu, Hongjian

2018-07-01

In this paper, the non-fragile ?-? control problem is investigated for a class of discrete-time stochastic nonlinear systems under event-triggered communication protocols, which determine whether the measurement output should be transmitted to the controller or not. The main purpose of the addressed problem is to design an event-based output feedback controller subject to gain variations guaranteeing the prescribed disturbance attenuation level described by the ?-? performance index. By utilizing the Lyapunov stability theory combined with S-procedure, a sufficient condition is established to guarantee both the exponential mean-square stability and the ?-? performance for the closed-loop system. In addition, with the help of the orthogonal decomposition, the desired controller parameter is obtained in terms of the solution to certain linear matrix inequalities. Finally, a simulation example is exploited to demonstrate the effectiveness of the proposed event-based controller design scheme.

Background field method for nonlinear σ-model in stochastic quantization

International Nuclear Information System (INIS)

Nakazawa, Naohito; Ennyu, Daiji

1988-01-01

We formulate the background field method for the nonlinear σ-model in stochastic quantization. We demonstrate a one-loop calculation for a two-dimensional non-linear σ-model on a general riemannian manifold based on our formulation. The formulation is consistent with the known results in ordinary quantization. As a simple application, we also analyse the multiplicative renormalization of the O(N) nonlinear σ-model. (orig.)

Renormalization group and instantons in stochastic nonlinear dynamics, from self-organized criticality to thermonuclear reactors

International Nuclear Information System (INIS)

Volchenkov, D.

2009-01-01

Stochastic counterparts of nonlinear dynamics are studied by means of nonperturbative functional methods developed in the framework of quantum field theory (QFT). In particular, we discuss fully developed turbulence, including leading corrections on possible compressibility of fluids, transport through porous media, theory of waterspouts and tsunami waves, stochastic magnetohydrodynamics, turbulent transport in crossed fields, self-organized criticality, and dynamics of accelerated wrinkled flame fronts advancing in a wide canal. This report would be of interest to the broad auditorium of physicists and applied mathematicians, with a background in nonperturbative QFT methods or nonlinear dynamical systems, having an interest in both methodological developments and interdisciplinary applications. (author)

Renormalization group and instantons in stochastic nonlinear dynamics, from self-organized criticality to thermonuclear reactors

Energy Technology Data Exchange (ETDEWEB)

Volchenkov, D. [Bielefeld Univ., Center of Excellence Cognitive Interaction Technology (CITEC) (Germany)

2009-03-15

Stochastic counterparts of nonlinear dynamics are studied by means of nonperturbative functional methods developed in the framework of quantum field theory (QFT). In particular, we discuss fully developed turbulence, including leading corrections on possible compressibility of fluids, transport through porous media, theory of waterspouts and tsunami waves, stochastic magnetohydrodynamics, turbulent transport in crossed fields, self-organized criticality, and dynamics of accelerated wrinkled flame fronts advancing in a wide canal. This report would be of interest to the broad auditorium of physicists and applied mathematicians, with a background in nonperturbative QFT methods or nonlinear dynamical systems, having an interest in both methodological developments and interdisciplinary applications. (author)

Structure Learning in Stochastic Non-linear Dynamical Systems

Science.gov (United States)

Morris, R. D.; Smelyanskiy, V. N.; Luchinsky, D. G.

2005-12-01

A great many systems can be modeled in the non-linear dynamical systems framework, as x˙ = f(x) + ξ(t), where f(x) is the potential function for the system, and ξ(t) is the driving noise. Modeling the potential using a set of basis functions, we derive the posterior for the basis coefficients. A more challenging problem is to determine the set of basis functions that are required to model a particular system. We show that using the Bayesian Information Criteria (BIC) to rank models, and the beam search technique, that we can accurately determine the structure of simple non-linear dynamical system models, and the structure of the coupling between non-linear dynamical systems where the individual systems are known. This last case has important ecological applications, for example in predator-prey systems, where the very structure of the coupling between predator-prey pairs can have great ecological significance.

Extinction and Ergodic Property of Stochastic SIS Epidemic Model with Nonlinear Incidence Rate

Directory of Open Access Journals (Sweden)

Qixing Han

2013-01-01

Full Text Available We investigate a stochastic SIS model with nonlinear incidence rate. We show that there exists a unique nonnegative solution to the system, and condition for the infectious individuals I(t to be extinct is given. Moreover, we prove that the system has ergodic property. Finally, computer simulations are carried out to verify our results.

Distributed Adaptive Neural Network Output Tracking of Leader-Following High-Order Stochastic Nonlinear Multiagent Systems With Unknown Dead-Zone Input.

Science.gov (United States)

Hua, Changchun; Zhang, Liuliu; Guan, Xinping

2017-01-01

This paper studies the problem of distributed output tracking consensus control for a class of high-order stochastic nonlinear multiagent systems with unknown nonlinear dead-zone under a directed graph topology. The adaptive neural networks are used to approximate the unknown nonlinear functions and a new inequality is used to deal with the completely unknown dead-zone input. Then, we design the controllers based on backstepping method and the dynamic surface control technique. It is strictly proved that the resulting closed-loop system is stable in probability in the sense of semiglobally uniform ultimate boundedness and the tracking errors between the leader and the followers approach to a small residual set based on Lyapunov stability theory. Finally, two simulation examples are presented to show the effectiveness and the advantages of the proposed techniques.

A modified stochastic averaging method on single-degree-of-freedom strongly nonlinear stochastic vibrations

International Nuclear Information System (INIS)

Ge, Gen; Li, ZePeng

2016-01-01

A modified stochastic averaging method on single-degree-of-freedom (SDOF) oscillators under white noise excitations with strongly nonlinearity was proposed. Considering the existing approach dealing with strongly nonlinear SDOFs derived by Zhu and Huang [14, 15] is quite time consuming in calculating the drift coefficient and diffusion coefficients and the expressions of them are considerable long, the so-called He's energy balance method was applied to overcome the minor defect of the Zhu and Huang's method. The modified method can offer more concise approximate expressions of the drift and diffusion coefficients without weakening the accuracy of predicting the responses of the systems too much by giving an averaged frequency beforehand. Three examples, a cubic and quadratic nonlinearity coexisting oscillator, a quadratic nonlinear oscillator under external white noise excitations and an externally excited Duffing–Rayleigh oscillator, were given to illustrate the approach we proposed. The three examples were excited by the Gaussian white noise and the Gaussian colored noise separately. The stationary responses of probability density of amplitudes and energy, together with joint probability density of displacement and velocity are studied to verify the presented approach. The reliability of the systems were also investigated to offer further support. Digital simulations were carried out and the output of that are coincide with the theoretical approximations well.

Study on Nonlinear Vibration Analysis of Gear System with Random Parameters

Science.gov (United States)

Tong, Cao; Liu, Xiaoyuan; Fan, Li

2018-03-01

In order to study the dynamic characteristics of gear nonlinear vibration system and the influence of random parameters, firstly, a nonlinear stochastic vibration analysis model of gear 3-DOF is established based on Newton’s Law. And the random response of gear vibration is simulated by stepwise integration method. Secondly, the influence of stochastic parameters such as meshing damping, tooth side gap and excitation frequency on the dynamic response of gear nonlinear system is analyzed by using the stability analysis method such as bifurcation diagram and Lyapunov exponent method. The analysis shows that the stochastic process can not be neglected, which can cause the random bifurcation and chaos of the system response. This study will provide important reference value for vibration engineering designers.

Modeling and Properties of Nonlinear Stochastic Dynamical System of Continuous Culture

Science.gov (United States)

Wang, Lei; Feng, Enmin; Ye, Jianxiong; Xiu, Zhilong

The stochastic counterpart to the deterministic description of continuous fermentation with ordinary differential equation is investigated in the process of glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae. We briefly discuss the continuous fermentation process driven by three-dimensional Brownian motion and Lipschitz coefficients, which is suitable for the factual fermentation. Subsequently, we study the existence and uniqueness of solutions for the stochastic system as well as the boundedness of the Two-order Moment and the Markov property of the solution. Finally stochastic simulation is carried out under the Stochastic Euler-Maruyama method.

Stability of Nonlinear Neutral Stochastic Functional Differential Equations

Directory of Open Access Journals (Sweden)

Minggao Xue

2010-01-01

Full Text Available Neutral stochastic functional differential equations (NSFDEs have recently been studied intensively. The well-known conditions imposed for the existence and uniqueness and exponential stability of the global solution are the local Lipschitz condition and the linear growth condition. Therefore, the existing results cannot be applied to many important nonlinear NSFDEs. The main aim of this paper is to remove the linear growth condition and establish a Khasminskii-type test for nonlinear NSFDEs. New criteria not only cover a wide class of highly nonlinear NSFDEs but they can also be verified much more easily than the classical criteria. Finally, several examples are given to illustrate main results.

Advanced models of neural networks nonlinear dynamics and stochasticity in biological neurons

CERN Document Server

Rigatos, Gerasimos G

2015-01-01

This book provides a complete study on neural structures exhibiting nonlinear and stochastic dynamics, elaborating on neural dynamics by introducing advanced models of neural networks. It overviews the main findings in the modelling of neural dynamics in terms of electrical circuits and examines their stability properties with the use of dynamical systems theory. It is suitable for researchers and postgraduate students engaged with neural networks and dynamical systems theory.

Jacobian elliptic function expansion solutions of nonlinear stochastic equations

International Nuclear Information System (INIS)

Wei Caimin; Xia Zunquan; Tian Naishuo

2005-01-01

Jacobian elliptic function expansion method is extended and applied to construct the exact solutions of the nonlinear Wick-type stochastic partial differential equations (SPDEs) and some new exact solutions are obtained via this method and Hermite transformation

Comparison of stochastic resonance in static and dynamical nonlinearities

International Nuclear Information System (INIS)

Ma, Yumei; Duan, Fabing

2014-01-01

We compare the stochastic resonance (SR) effects in parallel arrays of static and dynamical nonlinearities via the measure of output signal-to-noise ratio (SNR). For a received noisy periodic signal, parallel arrays of both static and dynamical nonlinearities can enhance the output SNR by optimizing the internal noise level. The static nonlinearity is easily implementable, while the dynamical nonlinearity has more parameters to be tuned, at the risk of not exploiting the beneficial role of internal noise components. It is of interest to note that, for an input signal buried in the external Laplacian noise, we show that the dynamical nonlinearity is superior to the static nonlinearity in obtaining a better output SNR. This characteristic is assumed to be closely associated with the kurtosis of noise distribution. - Highlights: • Comparison of SR effects in arrays of both static and dynamical nonlinearities. • Static nonlinearity is easily implementable for the SNR enhancement. • Dynamical nonlinearity yields a better output SNR for external Laplacian noise

Robust nonlinear autoregressive moving average model parameter estimation using stochastic recurrent artificial neural networks

DEFF Research Database (Denmark)

Chon, K H; Hoyer, D; Armoundas, A A

1999-01-01

In this study, we introduce a new approach for estimating linear and nonlinear stochastic autoregressive moving average (ARMA) model parameters, given a corrupt signal, using artificial recurrent neural networks. This new approach is a two-step approach in which the parameters of the deterministic...... part of the stochastic ARMA model are first estimated via a three-layer artificial neural network (deterministic estimation step) and then reestimated using the prediction error as one of the inputs to the artificial neural networks in an iterative algorithm (stochastic estimation step). The prediction...... error is obtained by subtracting the corrupt signal of the estimated ARMA model obtained via the deterministic estimation step from the system output response. We present computer simulation examples to show the efficacy of the proposed stochastic recurrent neural network approach in obtaining accurate...

Optically levitated nanoparticle as a model system for stochastic bistable dynamics.

Science.gov (United States)

Ricci, F; Rica, R A; Spasenović, M; Gieseler, J; Rondin, L; Novotny, L; Quidant, R

2017-05-09

Nano-mechanical resonators have gained an increasing importance in nanotechnology owing to their contributions to both fundamental and applied science. Yet, their small dimensions and mass raises some challenges as their dynamics gets dominated by nonlinearities that degrade their performance, for instance in sensing applications. Here, we report on the precise control of the nonlinear and stochastic bistable dynamics of a levitated nanoparticle in high vacuum. We demonstrate how it can lead to efficient signal amplification schemes, including stochastic resonance. This work contributes to showing the use of levitated nanoparticles as a model system for stochastic bistable dynamics, with applications to a wide variety of fields.

Experimental study of the semi-active control of a nonlinear two-span bridge using stochastic optimal polynomial control

Science.gov (United States)

El-Khoury, O.; Kim, C.; Shafieezadeh, A.; Hur, J. E.; Heo, G. H.

2015-06-01

This study performs a series of numerical simulations and shake-table experiments to design and assess the performance of a nonlinear clipped feedback control algorithm based on optimal polynomial control (OPC) to mitigate the response of a two-span bridge equipped with a magnetorheological (MR) damper. As an extended conventional linear quadratic regulator, OPC provides more flexibility in the control design and further enhances system performance. The challenges encountered in this case are (1) the linearization of the nonlinear behavior of various components and (2) the selection of the weighting matrices in the objective function of OPC. The first challenge is addressed by using stochastic linearization which replaces the nonlinear portion of the system behavior with an equivalent linear time-invariant model considering the stochasticity in the excitation. Furthermore, a genetic algorithm is employed to find optimal weighting matrices for the control design. The input current to the MR damper installed between adjacent spans is determined using a clipped stochastic optimal polynomial control algorithm. The performance of the controlled system is assessed through a set of shake-table experiments for far-field and near-field ground motions. The proposed method showed considerable improvements over passive cases especially for the far-field ground motion.

Experimental study of the semi-active control of a nonlinear two-span bridge using stochastic optimal polynomial control

International Nuclear Information System (INIS)

El-Khoury, O; Shafieezadeh, A; Hur, J E; Kim, C; Heo, G H

2015-01-01

This study performs a series of numerical simulations and shake-table experiments to design and assess the performance of a nonlinear clipped feedback control algorithm based on optimal polynomial control (OPC) to mitigate the response of a two-span bridge equipped with a magnetorheological (MR) damper. As an extended conventional linear quadratic regulator, OPC provides more flexibility in the control design and further enhances system performance. The challenges encountered in this case are (1) the linearization of the nonlinear behavior of various components and (2) the selection of the weighting matrices in the objective function of OPC. The first challenge is addressed by using stochastic linearization which replaces the nonlinear portion of the system behavior with an equivalent linear time-invariant model considering the stochasticity in the excitation. Furthermore, a genetic algorithm is employed to find optimal weighting matrices for the control design. The input current to the MR damper installed between adjacent spans is determined using a clipped stochastic optimal polynomial control algorithm. The performance of the controlled system is assessed through a set of shake-table experiments for far-field and near-field ground motions. The proposed method showed considerable improvements over passive cases especially for the far-field ground motion. (paper)

Heterogeneous recurrence monitoring and control of nonlinear stochastic processes

Energy Technology Data Exchange (ETDEWEB)

Yang, Hui, E-mail: huiyang@usf.edu; Chen, Yun [Complex Systems Monitoring, Modeling and Analysis Laboratory, University of South Florida, Tampa, Florida 33620 (United States)

2014-03-15

Recurrence is one of the most common phenomena in natural and engineering systems. Process monitoring of dynamic transitions in nonlinear and nonstationary systems is more concerned with aperiodic recurrences and recurrence variations. However, little has been done to investigate the heterogeneous recurrence variations and link with the objectives of process monitoring and anomaly detection. Notably, nonlinear recurrence methodologies are based on homogeneous recurrences, which treat all recurrence states in the same way as black dots, and non-recurrence is white in recurrence plots. Heterogeneous recurrences are more concerned about the variations of recurrence states in terms of state properties (e.g., values and relative locations) and the evolving dynamics (e.g., sequential state transitions). This paper presents a novel approach of heterogeneous recurrence analysis that utilizes a new fractal representation to delineate heterogeneous recurrence states in multiple scales, including the recurrences of both single states and multi-state sequences. Further, we developed a new set of heterogeneous recurrence quantifiers that are extracted from fractal representation in the transformed space. To that end, we integrated multivariate statistical control charts with heterogeneous recurrence analysis to simultaneously monitor two or more related quantifiers. Experimental results on nonlinear stochastic processes show that the proposed approach not only captures heterogeneous recurrence patterns in the fractal representation but also effectively monitors the changes in the dynamics of a complex system.

A Non-linear Stochastic Model for an Office Building with Air Infiltration

DEFF Research Database (Denmark)

Thavlov, Anders; Madsen, Henrik

2015-01-01

This paper presents a non-linear heat dynamic model for a multi-room office building with air infiltration. Several linear and non-linear models, with and without air infiltration, are investigated and compared. The models are formulated using stochastic differential equations and the model...

Nonlinear distortion in wireless systems modeling and simulation with Matlab

CERN Document Server

Gharaibeh, Khaled M

2011-01-01

This book covers the principles of modeling and simulation of nonlinear distortion in wireless communication systems with MATLAB simulations and techniques In this book, the author describes the principles of modeling and simulation of nonlinear distortion in single and multichannel wireless communication systems using both deterministic and stochastic signals. Models and simulation methods of nonlinear amplifiers explain in detail how to analyze and evaluate the performance of data communication links under nonlinear amplification. The book addresses the analysis of nonlinear systems

Analytical vs. Simulation Solution Techniques for Pulse Problems in Non-linear Stochastic Dynamics

DEFF Research Database (Denmark)

Iwankiewicz, R.; Nielsen, Søren R. K.

Advantages and disadvantages of available analytical and simulation techniques for pulse problems in non-linear stochastic dynamics are discussed. First, random pulse problems, both those which do and do not lead to Markov theory, are presented. Next, the analytical and analytically-numerical tec......Advantages and disadvantages of available analytical and simulation techniques for pulse problems in non-linear stochastic dynamics are discussed. First, random pulse problems, both those which do and do not lead to Markov theory, are presented. Next, the analytical and analytically...

Hopf Bifurcation of Compound Stochastic van der Pol System

Directory of Open Access Journals (Sweden)

Shaojuan Ma

2016-01-01

Full Text Available Hopf bifurcation analysis for compound stochastic van der Pol system with a bound random parameter and Gaussian white noise is investigated in this paper. By the Karhunen-Loeve (K-L expansion and the orthogonal polynomial approximation, the equivalent deterministic van der Pol system can be deduced. Based on the bifurcation theory of nonlinear deterministic system, the critical value of bifurcation parameter is obtained and the influence of random strength δ and noise intensity σ on stochastic Hopf bifurcation in compound stochastic system is discussed. At last we found that increased δ can relocate the critical value of bifurcation parameter forward while increased σ makes it backward and the influence of δ is more sensitive than σ. The results are verified by numerical simulations.

Fluctuations in Nonlinear Systems: A Short Review

International Nuclear Information System (INIS)

Rubia, F.J. de la; Buceta, J.; Cabrera, J.L.; Olarrea, J.; Parrondo, J.M.R.

2003-01-01

We review some results that illustrate the constructive role of noise in nonlinear systems. Several phenomena are briefly discussed: optimal localization of orbits in a system with limit cycle behavior and perturbed by colored noise; stochastic branch selection at secondary bifurcations; noise- induced order/disorder transitions and pattern formation in spatially extended systems. In all cases the presence of noise is crucial, and the results reinforce the modern view of the importance of noise in the evolution of nonlinear systems. (author)

Mean Square Synchronization of Stochastic Nonlinear Delayed Coupled Complex Networks

Directory of Open Access Journals (Sweden)

Chengrong Xie

2013-01-01

Full Text Available We investigate the problem of adaptive mean square synchronization for nonlinear delayed coupled complex networks with stochastic perturbation. Based on the LaSalle invariance principle and the properties of the Weiner process, the controller and adaptive laws are designed to ensure achieving stochastic synchronization and topology identification of complex networks. Sufficient conditions are given to ensure the complex networks to be mean square synchronization. Furthermore, numerical simulations are also given to demonstrate the effectiveness of the proposed scheme.

Stochasticity and transport in Hamiltonian systems

International Nuclear Information System (INIS)

MacKay, R.S.; Meiss, J.D.; Percival, I.C.

1983-08-01

The theory of transport in nonlinear dynamics is developed in terms of leaky barriers which remain when invariant tori are destroyed. We describe the organization of stochastic motion by these barriers and give an explanation of long-time correlations in the stochastic regime

The development of the deterministic nonlinear PDEs in particle physics to stochastic case

Science.gov (United States)

Abdelrahman, Mahmoud A. E.; Sohaly, M. A.

2018-06-01

In the present work, accuracy method called, Riccati-Bernoulli Sub-ODE technique is used for solving the deterministic and stochastic case of the Phi-4 equation and the nonlinear Foam Drainage equation. Also, the control on the randomness input is studied for stability stochastic process solution.

The cardiorespiratory interaction: a nonlinear stochastic model and its synchronization properties

Science.gov (United States)

Bahraminasab, A.; Kenwright, D.; Stefanovska, A.; McClintock, P. V. E.

2007-06-01

We address the problem of interactions between the phase of cardiac and respiration oscillatory components. The coupling between these two quantities is experimentally investigated by the theory of stochastic Markovian processes. The so-called Markov analysis allows us to derive nonlinear stochastic equations for the reconstruction of the cardiorespiratory signals. The properties of these equations provide interesting new insights into the strength and direction of coupling which enable us to divide the couplings to two parts: deterministic and stochastic. It is shown that the synchronization behaviors of the reconstructed signals are statistically identical with original one.

Stochastic weather inputs for improved urban water demand forecasting: application of nonlinear input variable selection and machine learning methods

Science.gov (United States)

Quilty, J.; Adamowski, J. F.

2015-12-01

Urban water supply systems are often stressed during seasonal outdoor water use as water demands related to the climate are variable in nature making it difficult to optimize the operation of the water supply system. Urban water demand forecasts (UWD) failing to include meteorological conditions as inputs to the forecast model may produce poor forecasts as they cannot account for the increase/decrease in demand related to meteorological conditions. Meteorological records stochastically simulated into the future can be used as inputs to data-driven UWD forecasts generally resulting in improved forecast accuracy. This study aims to produce data-driven UWD forecasts for two different Canadian water utilities (Montreal and Victoria) using machine learning methods by first selecting historical UWD and meteorological records derived from a stochastic weather generator using nonlinear input variable selection. The nonlinear input variable selection methods considered in this work are derived from the concept of conditional mutual information, a nonlinear dependency measure based on (multivariate) probability density functions and accounts for relevancy, conditional relevancy, and redundancy from a potential set of input variables. The results of our study indicate that stochastic weather inputs can improve UWD forecast accuracy for the two sites considered in this work. Nonlinear input variable selection is suggested as a means to identify which meteorological conditions should be utilized in the forecast.

Nonlinear signaling on biological networks: The role of stochasticity and spectral clustering

Science.gov (United States)

Hernandez-Hernandez, Gonzalo; Myers, Jesse; Alvarez-Lacalle, Enrique; Shiferaw, Yohannes

2017-03-01

Signal transduction within biological cells is governed by networks of interacting proteins. Communication between these proteins is mediated by signaling molecules which bind to receptors and induce stochastic transitions between different conformational states. Signaling is typically a cooperative process which requires the occurrence of multiple binding events so that reaction rates have a nonlinear dependence on the amount of signaling molecule. It is this nonlinearity that endows biological signaling networks with robust switchlike properties which are critical to their biological function. In this study we investigate how the properties of these signaling systems depend on the network architecture. Our main result is that these nonlinear networks exhibit bistability where the network activity can switch between states that correspond to a low and high activity level. We show that this bistable regime emerges at a critical coupling strength that is determined by the spectral structure of the network. In particular, the set of nodes that correspond to large components of the leading eigenvector of the adjacency matrix determines the onset of bistability. Above this transition the eigenvectors of the adjacency matrix determine a hierarchy of clusters, defined by its spectral properties, which are activated sequentially with increasing network activity. We argue further that the onset of bistability occurs either continuously or discontinuously depending upon whether the leading eigenvector is localized or delocalized. Finally, we show that at low network coupling stochastic transitions to the active branch are also driven by the set of nodes that contribute more strongly to the leading eigenvector. However, at high coupling, transitions are insensitive to network structure since the network can be activated by stochastic transitions of a few nodes. Thus this work identifies important features of biological signaling networks that may underlie their biological

Stochastic Stability for Time-Delay Markovian Jump Systems with Sector-Bounded Nonlinearities and More General Transition Probabilities

Directory of Open Access Journals (Sweden)

Dan Ye

2013-01-01

Full Text Available This paper is concerned with delay-dependent stochastic stability for time-delay Markovian jump systems (MJSs with sector-bounded nonlinearities and more general transition probabilities. Different from the previous results where the transition probability matrix is completely known, a more general transition probability matrix is considered which includes completely known elements, boundary known elements, and completely unknown ones. In order to get less conservative criterion, the state and transition probability information is used as much as possible to construct the Lyapunov-Krasovskii functional and deal with stability analysis. The delay-dependent sufficient conditions are derived in terms of linear matrix inequalities to guarantee the stability of systems. Finally, numerical examples are exploited to demonstrate the effectiveness of the proposed method.

Solution of stochastic nonlinear PDEs using Wiener-Hermite expansion of high orders

KAUST Repository

El Beltagy, Mohamed

2016-01-01

In this work, the Wiener-Hermite Expansion (WHE) is used to solve stochastic nonlinear PDEs excited with noise. The generation of the equivalent set of deterministic integro-differential equations is automated and hence allows for high order terms of WHE. The automation difficulties are discussed, solved and implemented to output the final system to be solved. A numerical Pikard-like algorithm is suggested to solve the resulting deterministic system. The automated WHE is applied to the 1D diffusion equation and to the heat equation. The results are compared with previous solutions obtained with WHEP (WHE with perturbation) technique. The solution obtained using the suggested WHE technique is shown to be the limit of the WHEP solutions with infinite number of corrections. The automation is extended easily to account for white-noise of higher dimension and for general nonlinear PDEs.

Solution of stochastic nonlinear PDEs using Wiener-Hermite expansion of high orders

KAUST Repository

El Beltagy, Mohamed

2016-01-06

In this work, the Wiener-Hermite Expansion (WHE) is used to solve stochastic nonlinear PDEs excited with noise. The generation of the equivalent set of deterministic integro-differential equations is automated and hence allows for high order terms of WHE. The automation difficulties are discussed, solved and implemented to output the final system to be solved. A numerical Pikard-like algorithm is suggested to solve the resulting deterministic system. The automated WHE is applied to the 1D diffusion equation and to the heat equation. The results are compared with previous solutions obtained with WHEP (WHE with perturbation) technique. The solution obtained using the suggested WHE technique is shown to be the limit of the WHEP solutions with infinite number of corrections. The automation is extended easily to account for white-noise of higher dimension and for general nonlinear PDEs.

Nonlinear and Complex Dynamics in Real Systems

OpenAIRE

William Barnett; Apostolos Serletis; Demitre Serletis

2005-01-01

This paper was produced for the El-Naschie Symposium on Nonlinear Dynamics in Shanghai in December 2005. In this paper we provide a review of the literature with respect to fluctuations in real systems and chaos. In doing so, we contrast the order and organization hypothesis of real systems with nonlinear chaotic dynamics and discuss some techniques used in distinguishing between stochastic and deterministic behavior. Moreover, we look at the issue of where and when the ideas of chaos could p...

Roles of dispersal, stochasticity, and nonlinear dynamics in the spatial structuring of seasonal natural enemy-victim populations

Science.gov (United States)

Patrick C. Tobin; Ottar N. Bjornstad

2005-01-01

Natural enemy-victim systems may exhibit a range of dynamic space-time patterns. We used a theoretical framework to study spatiotemporal structuring in a transient natural enemy-victim system subject to differential rates of dispersal, stochastic forcing, and nonlinear dynamics. Highly mobile natural enemies that attacked less mobile victims were locally spatially...

Empirical method to measure stochasticity and multifractality in nonlinear time series

Science.gov (United States)

Lin, Chih-Hao; Chang, Chia-Seng; Li, Sai-Ping

2013-12-01

An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the stochasticity of different time series can be compared. The local volatility of the time series under study can be constructed using this algorithm, and the multifractal structure of the time series can be analyzed by using this local volatility. As an example, we employ this method to analyze financial time series from different stock markets. The result shows that while developed markets evolve very much like an Ito process, the emergent markets are far from efficient. Differences about the multifractal structures and leverage effects between developed and emergent markets are discussed. The algorithm used here can be applied in a similar fashion to study time series of other complex systems.

Switching of bound vector solitons for the coupled nonlinear Schrödinger equations with nonhomogenously stochastic perturbations

International Nuclear Information System (INIS)

Sun Zhiyuan; Yu Xin; Liu Ying; Gao Yitian

2012-01-01

We investigate the dynamics of the bound vector solitons (BVSs) for the coupled nonlinear Schrödinger equations with the nonhomogenously stochastic perturbations added on their dispersion terms. Soliton switching (besides soliton breakup) can be observed between the two components of the BVSs. Rate of the maximum switched energy (absolute values) within the fixed propagation distance (about 10 periods of the BVSs) enhances in the sense of statistics when the amplitudes of stochastic perturbations increase. Additionally, it is revealed that the BVSs with enhanced coherence are more robust against the perturbations with nonhomogenous stochasticity. Diagram describing the approximate borders of the splitting and non-splitting areas is also given. Our results might be helpful in dynamics of the BVSs with stochastic noises in nonlinear optical fibers or with stochastic quantum fluctuations in Bose-Einstein condensates.

Switching of bound vector solitons for the coupled nonlinear Schrödinger equations with nonhomogenously stochastic perturbations

Science.gov (United States)

Sun, Zhi-Yuan; Gao, Yi-Tian; Yu, Xin; Liu, Ying

2012-12-01

We investigate the dynamics of the bound vector solitons (BVSs) for the coupled nonlinear Schrödinger equations with the nonhomogenously stochastic perturbations added on their dispersion terms. Soliton switching (besides soliton breakup) can be observed between the two components of the BVSs. Rate of the maximum switched energy (absolute values) within the fixed propagation distance (about 10 periods of the BVSs) enhances in the sense of statistics when the amplitudes of stochastic perturbations increase. Additionally, it is revealed that the BVSs with enhanced coherence are more robust against the perturbations with nonhomogenous stochasticity. Diagram describing the approximate borders of the splitting and non-splitting areas is also given. Our results might be helpful in dynamics of the BVSs with stochastic noises in nonlinear optical fibers or with stochastic quantum fluctuations in Bose-Einstein condensates.

Exponential L2-L∞ Filtering for a Class of Stochastic System with Mixed Delays and Nonlinear Perturbations

Directory of Open Access Journals (Sweden)

Zhaohui Chen

2013-01-01

Full Text Available The delay-dependent exponential L2-L∞ performance analysis and filter design are investigated for stochastic systems with mixed delays and nonlinear perturbations. Based on the delay partitioning and integral partitioning technique, an improved delay-dependent sufficient condition for the existence of the L2-L∞ filter is established, by choosing an appropriate Lyapunov-Krasovskii functional and constructing a new integral inequality. The full-order filter design approaches are obtained in terms of linear matrix inequalities (LMIs. By solving the LMIs and using matrix decomposition, the desired filter gains can be obtained, which ensure that the filter error system is exponentially stable with a prescribed L2-L∞ performance γ. Numerical examples are provided to illustrate the effectiveness and significant improvement of the proposed method.

Deterministic and stochastic evolution equations for fully dispersive and weakly nonlinear waves

DEFF Research Database (Denmark)

Eldeberky, Y.; Madsen, Per A.

1999-01-01

and stochastic formulations are solved numerically for the case of cross shore motion of unidirectional waves and the results are verified against laboratory data for wave propagation over submerged bars and over a plane slope. Outside the surf zone the two model predictions are generally in good agreement......This paper presents a new and more accurate set of deterministic evolution equations for the propagation of fully dispersive, weakly nonlinear, irregular, multidirectional waves. The equations are derived directly from the Laplace equation with leading order nonlinearity in the surface boundary...... is significantly underestimated for larger wave numbers. In the present work we correct this inconsistency. In addition to the improved deterministic formulation, we present improved stochastic evolution equations in terms of the energy spectrum and the bispectrum for multidirectional waves. The deterministic...

Stochastic Fixed Points and Nonlinear Perron-Frobenius Theorem

OpenAIRE

Babaei, E.; Evstigneev, I. V.; Pirogov, S. A.

2016-01-01

We provide conditions for the existence of measurable solutions to the equation $\\xi(T\\omega)=f(\\omega,\\xi(\\omega))$, where $T:\\Omega \\rightarrow\\Omega$ is an automorphism of the probability space $\\Omega$ and $f(\\omega,\\cdot)$ is a strictly non-expansive mapping. We use results of this kind to establish a stochastic nonlinear analogue of the Perron-Frobenius theorem on eigenvalues and eigenvectors of a positive matrix. We consider a random mapping $D(\\omega)$ of a random closed cone $K(\\omeg...

Threshold Dynamics in Stochastic SIRS Epidemic Models with Nonlinear Incidence and Vaccination

Directory of Open Access Journals (Sweden)

Lei Wang

2017-01-01

Full Text Available In this paper, the dynamical behaviors for a stochastic SIRS epidemic model with nonlinear incidence and vaccination are investigated. In the models, the disease transmission coefficient and the removal rates are all affected by noise. Some new basic properties of the models are found. Applying these properties, we establish a series of new threshold conditions on the stochastically exponential extinction, stochastic persistence, and permanence in the mean of the disease with probability one for the models. Furthermore, we obtain a sufficient condition on the existence of unique stationary distribution for the model. Finally, a series of numerical examples are introduced to illustrate our main theoretical results and some conjectures are further proposed.

Asymptotic analysis of a stochastic non-linear nuclear reactor model

International Nuclear Information System (INIS)

Rodriguez, M.A.; Sancho, J.M.

1986-01-01

The asymptotic behaviour of a stochastic non-linear nuclear reactor modelled by a master equation is analysed in two different limits: the thermodynamic limit and the zero-neutron-source limit. In the first limit a finite steady neutron density is obtained. The second limit predicts the neutron extinction. The interplay between these two limits is studied for different situations. (author)

Stochastic parameterizing manifolds and non-Markovian reduced equations stochastic manifolds for nonlinear SPDEs II

CERN Document Server

Chekroun, Mickaël D; Wang, Shouhong

2015-01-01

In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs), which are stochastic manifolds that improve, for a given realization of the noise, in mean square error the partial knowledge of the full SPDE solution when compared to its projection onto some resolved modes. Backward-forward systems are designed to give access to such PMs in practice. The key idea consists of representing the modes with high wave numbers as a pullback limit depending on the time-history of the modes with low wave numbers. Non-Markovian stochastic reduced systems are then derived based on such a PM approach. The reduced systems take the form of stochastic differential equations involving random coefficients that convey memory effects. The theory is illustrated on a stochastic Burgers-type equation.

Simple Planar Truss (Linear, Nonlinear and Stochastic Approach

Directory of Open Access Journals (Sweden)

Frydrýšek Karel

2016-11-01

Full Text Available This article deals with a simple planar and statically determinate pin-connected truss. It demonstrates the processes and methods of derivations and solutions according to 1st and 2nd order theories. The article applies linear and nonlinear approaches and their simplifications via a Maclaurin series. Programming connected with the stochastic Simulation-Based Reliability Method (i.e. the direct Monte Carlo approach is used to conduct a probabilistic reliability assessment (i.e. a calculation of the probability that plastic deformation will occur in members of the truss.

Multivariate moment closure techniques for stochastic kinetic models

International Nuclear Information System (INIS)

Lakatos, Eszter; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H.

2015-01-01

Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs

Multivariate moment closure techniques for stochastic kinetic models

Energy Technology Data Exchange (ETDEWEB)

Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H., E-mail: m.stumpf@imperial.ac.uk [Department of Life Sciences, Centre for Integrative Systems Biology and Bioinformatics, Imperial College London, London SW7 2AZ (United Kingdom)

2015-09-07

Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.

On solutions of stochastic oscillatory quadratic nonlinear equations using different techniques, a comparison study

International Nuclear Information System (INIS)

El-Tawil, M A; Al-Jihany, A S

2008-01-01

In this paper, nonlinear oscillators under quadratic nonlinearity with stochastic inputs are considered. Different methods are used to obtain first order approximations, namely, the WHEP technique, the perturbation method, the Pickard approximations, the Adomian decompositions and the homotopy perturbation method (HPM). Some statistical moments are computed for the different methods using mathematica 5. Comparisons are illustrated through figures for different case-studies

Robust synchronization control scheme of a population of nonlinear stochastic synthetic genetic oscillators under intrinsic and extrinsic molecular noise via quorum sensing.

Science.gov (United States)

Chen, Bor-Sen; Hsu, Chih-Yuan

2012-10-26

Collective rhythms of gene regulatory networks have been a subject of considerable interest for biologists and theoreticians, in particular the synchronization of dynamic cells mediated by intercellular communication. Synchronization of a population of synthetic genetic oscillators is an important design in practical applications, because such a population distributed over different host cells needs to exploit molecular phenomena simultaneously in order to emerge a biological phenomenon. However, this synchronization may be corrupted by intrinsic kinetic parameter fluctuations and extrinsic environmental molecular noise. Therefore, robust synchronization is an important design topic in nonlinear stochastic coupled synthetic genetic oscillators with intrinsic kinetic parameter fluctuations and extrinsic molecular noise. Initially, the condition for robust synchronization of synthetic genetic oscillators was derived based on Hamilton Jacobi inequality (HJI). We found that if the synchronization robustness can confer enough intrinsic robustness to tolerate intrinsic parameter fluctuation and extrinsic robustness to filter the environmental noise, then robust synchronization of coupled synthetic genetic oscillators is guaranteed. If the synchronization robustness of a population of nonlinear stochastic coupled synthetic genetic oscillators distributed over different host cells could not be maintained, then robust synchronization could be enhanced by external control input through quorum sensing molecules. In order to simplify the analysis and design of robust synchronization of nonlinear stochastic synthetic genetic oscillators, the fuzzy interpolation method was employed to interpolate several local linear stochastic coupled systems to approximate the nonlinear stochastic coupled system so that the HJI-based synchronization design problem could be replaced by a simple linear matrix inequality (LMI)-based design problem, which could be solved with the help of LMI

Robust synchronization analysis in nonlinear stochastic cellular networks with time-varying delays, intracellular perturbations and intercellular noise.

Science.gov (United States)

Chen, Po-Wei; Chen, Bor-Sen

2011-08-01

Naturally, a cellular network consisted of a large amount of interacting cells is complex. These cells have to be synchronized in order to emerge their phenomena for some biological purposes. However, the inherently stochastic intra and intercellular interactions are noisy and delayed from biochemical processes. In this study, a robust synchronization scheme is proposed for a nonlinear stochastic time-delay coupled cellular network (TdCCN) in spite of the time-varying process delay and intracellular parameter perturbations. Furthermore, a nonlinear stochastic noise filtering ability is also investigated for this synchronized TdCCN against stochastic intercellular and environmental disturbances. Since it is very difficult to solve a robust synchronization problem with the Hamilton-Jacobi inequality (HJI) matrix, a linear matrix inequality (LMI) is employed to solve this problem via the help of a global linearization method. Through this robust synchronization analysis, we can gain a more systemic insight into not only the robust synchronizability but also the noise filtering ability of TdCCN under time-varying process delays, intracellular perturbations and intercellular disturbances. The measures of robustness and noise filtering ability of a synchronized TdCCN have potential application to the designs of neuron transmitters, on-time mass production of biochemical molecules, and synthetic biology. Finally, a benchmark of robust synchronization design in Escherichia coli repressilators is given to confirm the effectiveness of the proposed methods. Copyright © 2011 Elsevier Inc. All rights reserved.

Response of MDOF strongly nonlinear systems to fractional Gaussian noises

Energy Technology Data Exchange (ETDEWEB)

Deng, Mao-Lin; Zhu, Wei-Qiu, E-mail: wqzhu@zju.edu.cn [Department of Mechanics, State Key Laboratory of Fluid Power and Mechatronic Systems, Key Laboratory of Soft Machines and Smart Devices of Zhejiang Province, Zhejiang University, Hangzhou 310027 (China)

2016-08-15

In the present paper, multi-degree-of-freedom strongly nonlinear systems are modeled as quasi-Hamiltonian systems and the stochastic averaging method for quasi-Hamiltonian systems (including quasi-non-integrable, completely integrable and non-resonant, completely integrable and resonant, partially integrable and non-resonant, and partially integrable and resonant Hamiltonian systems) driven by fractional Gaussian noise is introduced. The averaged fractional stochastic differential equations (SDEs) are derived. The simulation results for some examples show that the averaged SDEs can be used to predict the response of the original systems and the simulation time for the averaged SDEs is less than that for the original systems.

Response of MDOF strongly nonlinear systems to fractional Gaussian noises.

Science.gov (United States)

Deng, Mao-Lin; Zhu, Wei-Qiu

2016-08-01

In the present paper, multi-degree-of-freedom strongly nonlinear systems are modeled as quasi-Hamiltonian systems and the stochastic averaging method for quasi-Hamiltonian systems (including quasi-non-integrable, completely integrable and non-resonant, completely integrable and resonant, partially integrable and non-resonant, and partially integrable and resonant Hamiltonian systems) driven by fractional Gaussian noise is introduced. The averaged fractional stochastic differential equations (SDEs) are derived. The simulation results for some examples show that the averaged SDEs can be used to predict the response of the original systems and the simulation time for the averaged SDEs is less than that for the original systems.

Response of MDOF strongly nonlinear systems to fractional Gaussian noises

International Nuclear Information System (INIS)

Deng, Mao-Lin; Zhu, Wei-Qiu

2016-01-01

In the present paper, multi-degree-of-freedom strongly nonlinear systems are modeled as quasi-Hamiltonian systems and the stochastic averaging method for quasi-Hamiltonian systems (including quasi-non-integrable, completely integrable and non-resonant, completely integrable and resonant, partially integrable and non-resonant, and partially integrable and resonant Hamiltonian systems) driven by fractional Gaussian noise is introduced. The averaged fractional stochastic differential equations (SDEs) are derived. The simulation results for some examples show that the averaged SDEs can be used to predict the response of the original systems and the simulation time for the averaged SDEs is less than that for the original systems.

Nonlinear Stochastic Analysis of Subharmonic Response of a Shallow Cable

DEFF Research Database (Denmark)

Zhou, Q.; Stærdahl, Jesper Winther; Nielsen, Søren R.K.

2007-01-01

and stochastic subharmonic response is demonstrated upon comparison with a more involved model based on a spatial finite difference discretization of the full nonlinear partial differential equations of the cable. Since the stochastic response quantities are obtained by Monte Carlo simulation, which is extremely...... time-consuming for the finite difference model, most of the results are next based on the reduced model. Under harmonical varying support point motions the stable subharmonic motion consists of a harmonically varying component in the equilibrium plane and a large subharmonic out-of-plane component...... subharmonic response component is also present in the static equilibrium plane. Further, the time variation of the envelope process of the narrow-banded chordwise elongation process tends to enhance chaotic behaviour of the subharmonic response, which is detectable via extreme sensitivity on the initial...

Estimation of Parameters in Mean-Reverting Stochastic Systems

Directory of Open Access Journals (Sweden)

Tianhai Tian

2014-01-01

Full Text Available Stochastic differential equation (SDE is a very important mathematical tool to describe complex systems in which noise plays an important role. SDE models have been widely used to study the dynamic properties of various nonlinear systems in biology, engineering, finance, and economics, as well as physical sciences. Since a SDE can generate unlimited numbers of trajectories, it is difficult to estimate model parameters based on experimental observations which may represent only one trajectory of the stochastic model. Although substantial research efforts have been made to develop effective methods, it is still a challenge to infer unknown parameters in SDE models from observations that may have large variations. Using an interest rate model as a test problem, in this work we use the Bayesian inference and Markov Chain Monte Carlo method to estimate unknown parameters in SDE models.

Controlled Nonlinear Stochastic Delay Equations: Part I: Modeling and Approximations

International Nuclear Information System (INIS)

Kushner, Harold J.

2012-01-01

This two-part paper deals with “foundational” issues that have not been previously considered in the modeling and numerical optimization of nonlinear stochastic delay systems. There are new classes of models, such as those with nonlinear functions of several controls (such as products), each with is own delay, controlled random Poisson measure driving terms, admissions control with delayed retrials, and others. There are two basic and interconnected themes for these models. The first, dealt with in this part, concerns the definition of admissible control. The classical definition of an admissible control as a nonanticipative relaxed control is inadequate for these models and needs to be extended. This is needed for the convergence proofs of numerical approximations for optimal controls as well as to have a well-defined model. It is shown that the new classes of admissible controls do not enlarge the range of the value functions, is closed (together with the associated paths) under weak convergence, and is approximatable by ordinary controls. The second theme, dealt with in Part II, concerns transportation equation representations, and their role in the development of numerical algorithms with much reduced memory and computational requirements.

Dynamic Stochastic Superresolution of sparsely observed turbulent systems

International Nuclear Information System (INIS)

Branicki, M.; Majda, A.J.

2013-01-01

Real-time capture of the relevant features of the unresolved turbulent dynamics of complex natural systems from sparse noisy observations and imperfect models is a notoriously difficult problem. The resulting lack of observational resolution and statistical accuracy in estimating the important turbulent processes, which intermittently send significant energy to the large-scale fluctuations, hinders efficient parameterization and real-time prediction using discretized PDE models. This issue is particularly subtle and important when dealing with turbulent geophysical systems with an vast range of interacting spatio-temporal scales and rough energy spectra near the mesh scale of numerical models. Here, we introduce and study a suite of general Dynamic Stochastic Superresolution (DSS) algorithms and show that, by appropriately filtering sparse regular observations with the help of cheap stochastic exactly solvable models, one can derive stochastically ‘superresolved’ velocity fields and gain insight into the important characteristics of the unresolved dynamics, including the detection of the so-called black swans. The DSS algorithms operate in Fourier domain and exploit the fact that the coarse observation network aliases high-wavenumber information into the resolved waveband. It is shown that these cheap algorithms are robust and have significant skill on a test bed of turbulent solutions from realistic nonlinear turbulent spatially extended systems in the presence of a significant model error. In particular, the DSS algorithms are capable of successfully capturing time-localized extreme events in the unresolved modes, and they provide good and robust skill for recovery of the unresolved processes in terms of pattern correlation. Moreover, we show that DSS improves the skill for recovering the primary modes associated with the sparse observation mesh which is equally important in applications. The skill of the various DSS algorithms depends on the energy spectrum

The second order extended Kalman filter and Markov nonlinear filter for data processing in interferometric systems

International Nuclear Information System (INIS)

Ermolaev, P; Volynsky, M

2014-01-01

Recurrent stochastic data processing algorithms using representation of interferometric signal as output of a dynamic system, which state is described by vector of parameters, in some cases are more effective, compared with conventional algorithms. Interferometric signals depend on phase nonlinearly. Consequently it is expedient to apply algorithms of nonlinear stochastic filtering, such as Kalman type filters. An application of the second order extended Kalman filter and Markov nonlinear filter that allows to minimize estimation error is described. Experimental results of signals processing are illustrated. Comparison of the algorithms is presented and discussed.

Tail estimates for stochastic fixed point equations via nonlinear renewal theory

DEFF Research Database (Denmark)

Collamore, Jeffrey F.; Vidyashankar, Anand N.

2013-01-01

estimate P(V>u)~Cu^{-r} as u tends to infinity, and also present a corresponding Lundberg-type upper bound. To this end, we introduce a novel dual change of measure on a random time interval and analyze the path properties, using nonlinear renewal theory, of the Markov chain resulting from the forward...... iteration of the given stochastic fixed point equation. In the process, we establish several new results in the realm of nonlinear renewal theory for these processes. As a consequence of our techniques, we also establish a new characterization of the extremal index. Finally, we provide some extensions...... of our methods to Markov-driven processes....

Distributed Synchronization in Networks of Agent Systems With Nonlinearities and Random Switchings.

Science.gov (United States)

Tang, Yang; Gao, Huijun; Zou, Wei; Kurths, Jürgen

2013-02-01

In this paper, the distributed synchronization problem of networks of agent systems with controllers and nonlinearities subject to Bernoulli switchings is investigated. Controllers and adaptive updating laws injected in each vertex of networks depend on the state information of its neighborhood. Three sets of Bernoulli stochastic variables are introduced to describe the occurrence probabilities of distributed adaptive controllers, updating laws and nonlinearities, respectively. By the Lyapunov functions method, we show that the distributed synchronization of networks composed of agent systems with multiple randomly occurring nonlinearities, multiple randomly occurring controllers, and multiple randomly occurring updating laws can be achieved in mean square under certain criteria. The conditions derived in this paper can be solved by semi-definite programming. Moreover, by mathematical analysis, we find that the coupling strength, the probabilities of the Bernoulli stochastic variables, and the form of nonlinearities have great impacts on the convergence speed and the terminal control strength. The synchronization criteria and the observed phenomena are demonstrated by several numerical simulation examples. In addition, the advantage of distributed adaptive controllers over conventional adaptive controllers is illustrated.

Weak and Strong Order of Convergence of a Semidiscrete Scheme for the Stochastic Nonlinear Schrodinger Equation

International Nuclear Information System (INIS)

Bouard, Anne de; Debussche, Arnaud

2006-01-01

In this article we analyze the error of a semidiscrete scheme for the stochastic nonlinear Schrodinger equation with power nonlinearity. We consider supercritical or subcritical nonlinearity and the equation can be either focusing or defocusing. Allowing sufficient spatial regularity we prove that the numerical scheme has strong order 1/2 in general and order 1 if the noise is additive. Furthermore, we also prove that the weak order is always 1

Nonlinear and Stochastic Dynamics in the Heart

Science.gov (United States)

Qu, Zhilin; Hu, Gang; Garfinkel, Alan; Weiss, James N.

2014-01-01

In a normal human life span, the heart beats about 2 to 3 billion times. Under diseased conditions, a heart may lose its normal rhythm and degenerate suddenly into much faster and irregular rhythms, called arrhythmias, which may lead to sudden death. The transition from a normal rhythm to an arrhythmia is a transition from regular electrical wave conduction to irregular or turbulent wave conduction in the heart, and thus this medical problem is also a problem of physics and mathematics. In the last century, clinical, experimental, and theoretical studies have shown that dynamical theories play fundamental roles in understanding the mechanisms of the genesis of the normal heart rhythm as well as lethal arrhythmias. In this article, we summarize in detail the nonlinear and stochastic dynamics occurring in the heart and their links to normal cardiac functions and arrhythmias, providing a holistic view through integrating dynamics from the molecular (microscopic) scale, to the organelle (mesoscopic) scale, to the cellular, tissue, and organ (macroscopic) scales. We discuss what existing problems and challenges are waiting to be solved and how multi-scale mathematical modeling and nonlinear dynamics may be helpful for solving these problems. PMID:25267872

Nonlinear and stochastic dynamics in the heart

Energy Technology Data Exchange (ETDEWEB)

Qu, Zhilin, E-mail: zqu@mednet.ucla.edu [Department of Medicine (Cardiology), David Geffen School of Medicine, University of California, Los Angeles, CA 90095 (United States); Hu, Gang [Department of Physics, Beijing Normal University, Beijing 100875 (China); Garfinkel, Alan [Department of Medicine (Cardiology), David Geffen School of Medicine, University of California, Los Angeles, CA 90095 (United States); Department of Integrative Biology and Physiology, University of California, Los Angeles, CA 90095 (United States); Weiss, James N. [Department of Medicine (Cardiology), David Geffen School of Medicine, University of California, Los Angeles, CA 90095 (United States); Department of Physiology, David Geffen School of Medicine, University of California, Los Angeles, CA 90095 (United States)

2014-10-10

In a normal human life span, the heart beats about 2–3 billion times. Under diseased conditions, a heart may lose its normal rhythm and degenerate suddenly into much faster and irregular rhythms, called arrhythmias, which may lead to sudden death. The transition from a normal rhythm to an arrhythmia is a transition from regular electrical wave conduction to irregular or turbulent wave conduction in the heart, and thus this medical problem is also a problem of physics and mathematics. In the last century, clinical, experimental, and theoretical studies have shown that dynamical theories play fundamental roles in understanding the mechanisms of the genesis of the normal heart rhythm as well as lethal arrhythmias. In this article, we summarize in detail the nonlinear and stochastic dynamics occurring in the heart and their links to normal cardiac functions and arrhythmias, providing a holistic view through integrating dynamics from the molecular (microscopic) scale, to the organelle (mesoscopic) scale, to the cellular, tissue, and organ (macroscopic) scales. We discuss what existing problems and challenges are waiting to be solved and how multi-scale mathematical modeling and nonlinear dynamics may be helpful for solving these problems.

Nonlinear and stochastic dynamics in the heart

International Nuclear Information System (INIS)

Qu, Zhilin; Hu, Gang; Garfinkel, Alan; Weiss, James N.

2014-01-01

In a normal human life span, the heart beats about 2–3 billion times. Under diseased conditions, a heart may lose its normal rhythm and degenerate suddenly into much faster and irregular rhythms, called arrhythmias, which may lead to sudden death. The transition from a normal rhythm to an arrhythmia is a transition from regular electrical wave conduction to irregular or turbulent wave conduction in the heart, and thus this medical problem is also a problem of physics and mathematics. In the last century, clinical, experimental, and theoretical studies have shown that dynamical theories play fundamental roles in understanding the mechanisms of the genesis of the normal heart rhythm as well as lethal arrhythmias. In this article, we summarize in detail the nonlinear and stochastic dynamics occurring in the heart and their links to normal cardiac functions and arrhythmias, providing a holistic view through integrating dynamics from the molecular (microscopic) scale, to the organelle (mesoscopic) scale, to the cellular, tissue, and organ (macroscopic) scales. We discuss what existing problems and challenges are waiting to be solved and how multi-scale mathematical modeling and nonlinear dynamics may be helpful for solving these problems

Nonlinear analysis of the cooperation of strategic alliances through stochastic catastrophe theory

Science.gov (United States)

Xu, Yan; Hu, Bin; Wu, Jiang; Zhang, Jianhua

2014-04-01

The excitation intervention of strategic alliance may change with the changes in the parameters of circumstance (e.g., external alliance tasks). As a result, the stable cooperation between members may suffer a complete unplanned betrayal at last. However, current perspectives on strategic alliances cannot adequately explain this transition mechanism. This study is a first attempt to analyze this nonlinear phenomenon through stochastic catastrophe theory (SCT). A stochastic dynamics model is constructed based on the cooperation of strategic alliance from the perspective of evolutionary game theory. SCT explains the discontinuous changes caused by the changes in environmental parameters. Theoretically, we identify conditions where catastrophe can occur in the cooperation of alliance members.

Functional stochastic differential equations: mathematical theory of nonlinear parabolic systems with applications in field theory and statistical mechanics

International Nuclear Information System (INIS)

Doering, C.R.

1985-01-01

Applications of nonlinear parabolic stochastic differential equations with additive colored noise in equilibrium and nonequilibrium statistical mechanics and quantum field theory are developed in detail, providing a new unified mathematical approach to many problems. The existence and uniqueness of solutions to these equations is established, and some of the properties of the solutions are investigated. In particular, asymptotic expansions for the correlation functions of the solutions are introduced and compared to rigorous nonperturbative bounds on the moments. It is found that the perturbative analysis is in qualitative disagreement with the exact result in models corresponding to cut-off self-interacting nonperturbatively renormalizable scalar quantum field theories. For these theories the nonlinearities cannot be considered as perturbations of the linearized theory

Nonlinear stochastic interacting dynamics and complexity of financial gasket fractal-like lattice percolation

Science.gov (United States)

Zhang, Wei; Wang, Jun

2018-05-01

A novel nonlinear stochastic interacting price dynamics is proposed and investigated by the bond percolation on Sierpinski gasket fractal-like lattice, aim to make a new approach to reproduce and study the complexity dynamics of real security markets. Fractal-like lattices correspond to finite graphs with vertices and edges, which are similar to fractals, and Sierpinski gasket is a well-known example of fractals. Fractional ordinal array entropy and fractional ordinal array complexity are introduced to analyze the complexity behaviors of financial signals. To deeper comprehend the fluctuation characteristics of the stochastic price evolution, the complexity analysis of random logarithmic returns and volatility are preformed, including power-law distribution, fractional sample entropy and fractional ordinal array complexity. For further verifying the rationality and validity of the developed stochastic price evolution, the actual security market dataset are also studied with the same statistical methods for comparison. The empirical results show that this stochastic price dynamics can reconstruct complexity behaviors of the actual security markets to some extent.

Random attractors for stochastic lattice reversible Gray-Scott systems with additive noise

Directory of Open Access Journals (Sweden)

Hongyan Li

2015-10-01

Full Text Available In this article, we prove the existence of a random attractor of the stochastic three-component reversible Gray-Scott system on infinite lattice with additive noise. We use a transformation of addition involved with Ornstein-Uhlenbeck process, for proving the pullback absorbing property and the pullback asymptotic compactness of the reaction diffusion system with cubic nonlinearity.

Fock space, symbolic algebra, and analytical solutions for small stochastic systems.

Science.gov (United States)

Santos, Fernando A N; Gadêlha, Hermes; Gaffney, Eamonn A

2015-12-01

Randomness is ubiquitous in nature. From single-molecule biochemical reactions to macroscale biological systems, stochasticity permeates individual interactions and often regulates emergent properties of the system. While such systems are regularly studied from a modeling viewpoint using stochastic simulation algorithms, numerous potential analytical tools can be inherited from statistical and quantum physics, replacing randomness due to quantum fluctuations with low-copy-number stochasticity. Nevertheless, classical studies remained limited to the abstract level, demonstrating a more general applicability and equivalence between systems in physics and biology rather than exploiting the physics tools to study biological systems. Here the Fock space representation, used in quantum mechanics, is combined with the symbolic algebra of creation and annihilation operators to consider explicit solutions for the chemical master equations describing small, well-mixed, biochemical, or biological systems. This is illustrated with an exact solution for a Michaelis-Menten single enzyme interacting with limited substrate, including a consideration of very short time scales, which emphasizes when stiffness is present even for small copy numbers. Furthermore, we present a general matrix representation for Michaelis-Menten kinetics with an arbitrary number of enzymes and substrates that, following diagonalization, leads to the solution of this ubiquitous, nonlinear enzyme kinetics problem. For this, a flexible symbolic maple code is provided, demonstrating the prospective advantages of this framework compared to stochastic simulation algorithms. This further highlights the possibilities for analytically based studies of stochastic systems in biology and chemistry using tools from theoretical quantum physics.

Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion

Energy Technology Data Exchange (ETDEWEB)

Cui, Jianbo, E-mail: jianbocui@lsec.cc.ac.cn [Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, Beijing, 100190 (China); Hong, Jialin, E-mail: hjl@lsec.cc.ac.cn [Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, Beijing, 100190 (China); Liu, Zhihui, E-mail: liuzhihui@lsec.cc.ac.cn [Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, Beijing, 100190 (China); Zhou, Weien, E-mail: weienzhou@nudt.edu.cn [College of Science, National University of Defense Technology, Changsha 410073 (China)

2017-08-01

We indicate that the nonlinear Schrödinger equation with white noise dispersion possesses stochastic symplectic and multi-symplectic structures. Based on these structures, we propose the stochastic symplectic and multi-symplectic methods, which preserve the continuous and discrete charge conservation laws, respectively. Moreover, we show that the proposed methods are convergent with temporal order one in probability. Numerical experiments are presented to verify our theoretical results.

Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion

International Nuclear Information System (INIS)

Cui, Jianbo; Hong, Jialin; Liu, Zhihui; Zhou, Weien

2017-01-01

We indicate that the nonlinear Schrödinger equation with white noise dispersion possesses stochastic symplectic and multi-symplectic structures. Based on these structures, we propose the stochastic symplectic and multi-symplectic methods, which preserve the continuous and discrete charge conservation laws, respectively. Moreover, we show that the proposed methods are convergent with temporal order one in probability. Numerical experiments are presented to verify our theoretical results.

Stochastic resonance: noise-enhanced order

International Nuclear Information System (INIS)

Anishchenko, Vadim S; Neiman, Arkady B; Moss, F; Shimansky-Geier, L

1999-01-01

Stochastic resonance (SR) provides a glaring example of a noise-induced transition in a nonlinear system driven by an information signal and noise simultaneously. In the regime of SR some characteristics of the information signal (amplification factor, signal-to-noise ratio, the degrees of coherence and of order, etc.) at the output of the system are significantly improved at a certain optimal noise level. SR is realized only in nonlinear systems for which a noise-intensity-controlled characteristic time becomes available. In the present review the physical mechanism and methods of theoretical description of SR are briefly discussed. SR features determined by the structure of the information signal, noise statistics and properties of particular systems with SR are studied. A nontrivial phenomenon of stochastic synchronization defined as locking of the instantaneous phase and switching frequency of a bistable system by external periodic force is analyzed in detail. Stochastic synchronization is explored in single and coupled bistable oscillators, including ensembles. The effects of SR and stochastic synchronization of ensembles of stochastic resonators are studied both with and without coupling between the elements. SR is considered in dynamical and nondynamical (threshold) systems. The SR effect is analyzed from the viewpoint of information and entropy characteristics of the signal, which determine the degree of order or self-organization in the system. Applications of the SR concept to explaining the results of a series of biological experiments are discussed. (reviews of topical problems)

Stochastic resonance: noise-enhanced order

Energy Technology Data Exchange (ETDEWEB)

Anishchenko, Vadim S; Neiman, Arkady B [N.G. Chernyshevskii Saratov State University, Saratov (Russian Federation); Moss, F [Department of Physics and Astronomy, University of Missouri at St. Louis (United States); Shimansky-Geier, L [Humboldt University at Berlin (Germany)

1999-01-31

Stochastic resonance (SR) provides a glaring example of a noise-induced transition in a nonlinear system driven by an information signal and noise simultaneously. In the regime of SR some characteristics of the information signal (amplification factor, signal-to-noise ratio, the degrees of coherence and of order, etc.) at the output of the system are significantly improved at a certain optimal noise level. SR is realized only in nonlinear systems for which a noise-intensity-controlled characteristic time becomes available. In the present review the physical mechanism and methods of theoretical description of SR are briefly discussed. SR features determined by the structure of the information signal, noise statistics and properties of particular systems with SR are studied. A nontrivial phenomenon of stochastic synchronization defined as locking of the instantaneous phase and switching frequency of a bistable system by external periodic force is analyzed in detail. Stochastic synchronization is explored in single and coupled bistable oscillators, including ensembles. The effects of SR and stochastic synchronization of ensembles of stochastic resonators are studied both with and without coupling between the elements. SR is considered in dynamical and nondynamical (threshold) systems. The SR effect is analyzed from the viewpoint of information and entropy characteristics of the signal, which determine the degree of order or self-organization in the system. Applications of the SR concept to explaining the results of a series of biological experiments are discussed. (reviews of topical problems)

Neural Network Based Finite-Time Stabilization for Discrete-Time Markov Jump Nonlinear Systems with Time Delays

Directory of Open Access Journals (Sweden)

Fei Chen

2013-01-01

Full Text Available This paper deals with the finite-time stabilization problem for discrete-time Markov jump nonlinear systems with time delays and norm-bounded exogenous disturbance. The nonlinearities in different jump modes are parameterized by neural networks. Subsequently, a linear difference inclusion state space representation for a class of neural networks is established. Based on this, sufficient conditions are derived in terms of linear matrix inequalities to guarantee stochastic finite-time boundedness and stochastic finite-time stabilization of the closed-loop system. A numerical example is illustrated to verify the efficiency of the proposed technique.

Robust transport by multiple motors with nonlinear force–velocity relations and stochastic load sharing

International Nuclear Information System (INIS)

Kunwar, Ambarish; Mogilner, Alexander

2010-01-01

Transport by processive molecular motors plays an important role in many cell biological phenomena. In many cases, motors work together to transport cargos in the cell, so it is important to understand the mechanics of the multiple motors. Based on earlier modeling efforts, here we study effects of nonlinear force–velocity relations and stochastic load sharing on multiple motor transport. We find that when two or three motors transport the cargo, then the nonlinear and stochastic effects compensate so that the mechanical properties of the transport are robust. Similarly, the transport is insensitive to compliance of the cargo-motor links. Furthermore, the rate of movement against moderate loads is not improved by increasing the small number of motors. When the motor number is greater than 4, correlations between the motors become negligible, and the earlier analytical mean-field theory of the multiple motor transport holds. We predict that the effective diffusion of the cargo driven by the multiple motors under load increases by an order of magnitude compared to that for the single motor. Finally, our simulations predict that the stochastic effects are responsible for a significant dispersion of velocities generated by the 'tug-of-war' of the multiple opposing motors

A stochastic perturbation theory for non-autonomous systems

Energy Technology Data Exchange (ETDEWEB)

Moon, W., E-mail: wm275@damtp.cam.ac.uk [Yale University, New Haven, Connecticut 06520-8109 (United States); Wettlaufer, J. S., E-mail: wettlaufer@maths.ox.ac.uk [Yale University, New Haven, Connecticut 06520-8109 (United States); Mathematical Institute, University of Oxford, Oxford OX2 6GG (United Kingdom)

2013-12-15

We develop a perturbation theory for a class of first order nonlinear non-autonomous stochastic ordinary differential equations that arise in climate physics. The perturbative procedure produces moments in terms of integral delay equations, whose order by order decay is characterized in a Floquet-like sense. Both additive and multiplicative sources of noise are discussed and the question of how the nature of the noise influences the results is addressed theoretically and numerically. By invoking the Martingale property, we rationalize the transformation of the underlying Stratonovich form of the model to an Ito form, independent of whether the noise is additive or multiplicative. The generality of the analysis is demonstrated by developing it both for a Brownian particle moving in a periodically forced quartic potential, which acts as a simple model of stochastic resonance, as well as for our more complex climate physics model. The validity of the approach is shown by comparison with numerical solutions. The particular climate dynamics problem upon which we focus involves a low-order model for the evolution of Arctic sea ice under the influence of increasing greenhouse gas forcing ΔF{sub 0}. The deterministic model, developed by Eisenman and Wettlaufer [“Nonlinear threshold behavior during the loss of Arctic sea ice,” Proc. Natl. Acad. Sci. U.S.A. 106(1), 28–32 (2009)] exhibits several transitions as ΔF{sub 0} increases and the stochastic analysis is used to understand the manner in which noise influences these transitions and the stability of the system.

Sparse calibration of subsurface flow models using nonlinear orthogonal matching pursuit and an iterative stochastic ensemble method

KAUST Repository

Elsheikh, Ahmed H.

2013-06-01

We introduce a nonlinear orthogonal matching pursuit (NOMP) for sparse calibration of subsurface flow models. Sparse calibration is a challenging problem as the unknowns are both the non-zero components of the solution and their associated weights. NOMP is a greedy algorithm that discovers at each iteration the most correlated basis function with the residual from a large pool of basis functions. The discovered basis (aka support) is augmented across the nonlinear iterations. Once a set of basis functions are selected, the solution is obtained by applying Tikhonov regularization. The proposed algorithm relies on stochastically approximated gradient using an iterative stochastic ensemble method (ISEM). In the current study, the search space is parameterized using an overcomplete dictionary of basis functions built using the K-SVD algorithm. The proposed algorithm is the first ensemble based algorithm that tackels the sparse nonlinear parameter estimation problem. © 2013 Elsevier Ltd.

Hybrid three-dimensional variation and particle filtering for nonlinear systems

International Nuclear Information System (INIS)

Leng Hong-Ze; Song Jun-Qiang

2013-01-01

This work addresses the problem of estimating the states of nonlinear dynamic systems with sparse observations. We present a hybrid three-dimensional variation (3DVar) and particle piltering (PF) method, which combines the advantages of 3DVar and particle-based filters. By minimizing the cost function, this approach will produce a better proposal distribution of the state. Afterwards the stochastic resampling step in standard PF can be avoided through a deterministic scheme. The simulation results show that the performance of the new method is superior to the traditional ensemble Kalman filtering (EnKF) and the standard PF, especially in highly nonlinear systems

A class of stochastic delayed SIR epidemic models with generalized nonlinear incidence rate and temporary immunity

Science.gov (United States)

Fan, Kuangang; Zhang, Yan; Gao, Shujing; Wei, Xiang

2017-09-01

A class of SIR epidemic model with generalized nonlinear incidence rate is presented in this paper. Temporary immunity and stochastic perturbation are also considered. The existence and uniqueness of the global positive solution is achieved. Sufficient conditions guaranteeing the extinction and persistence of the epidemic disease are established. Moreover, the threshold behavior is discussed, and the threshold value R0 is obtained. We show that if R0 extinct with probability one, whereas if R0 > 1, then the system remains permanent in the mean.

Nonlinear System Identification and Its Applications in Fault Detection and Diagnosis

DEFF Research Database (Denmark)

Sun, Zhen

equation, the ISDE model generally consists of not only a structured deterministic part called drift term, but also a structured random part called diffusion term. The model can describe the system in which the random features are correlated with system states (inputs, outputs) and this relationship can......Interest in nonlinear system identification has grown significantly in recent years. It is much more difficult to develop general results than the concern for linear models since the nonlinear model structures are often much more complicated. As a consequence, the thesis only considers two...... different kinds of models, one is a type of state space model which is described by Itô Stochastic Differential Equations (ISDE), the other one is a nonlinear First Order Plus Dead Time (FOPDT) model. This thesis aims to investigate these two different kinds of nonlinear models and to propose...

Functional Abstraction of Stochastic Hybrid Systems

NARCIS (Netherlands)

Bujorianu, L.M.; Blom, Henk A.P.; Hermanns, H.

2006-01-01

The verification problem for stochastic hybrid systems is quite difficult. One method to verify these systems is stochastic reachability analysis. Concepts of abstractions for stochastic hybrid systems are needed to ease the stochastic reachability analysis. In this paper, we set up different ways

Low cost metamodel for robust design of periodic nonlinear coupled micro-systems

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Chikhaoui K.

2016-01-01

Full Text Available To achieve robust design, in presence of uncertainty, nonlinearity and structural periodicity, a metamodel combining the Latin Hypercube Sampling (LHS method for uncertainty propagation and an enriched Craig-Bampton Component Mode Synthesis approach (CB-CMS for model reduction is proposed. Its application to predict the time responses of a stochastic periodic nonlinear micro-system proves its efficiency in terms of accuracy and reduction of computational cost.

Nonlinear Inference in Partially Observed Physical Systems and Deep Neural Networks

Science.gov (United States)

Rozdeba, Paul J.

The problem of model state and parameter estimation is a significant challenge in nonlinear systems. Due to practical considerations of experimental design, it is often the case that physical systems are partially observed, meaning that data is only available for a subset of the degrees of freedom required to fully model the observed system's behaviors and, ultimately, predict future observations. Estimation in this context is highly complicated by the presence of chaos, stochasticity, and measurement noise in dynamical systems. One of the aims of this dissertation is to simultaneously analyze state and parameter estimation in as a regularized inverse problem, where the introduction of a model makes it possible to reverse the forward problem of partial, noisy observation; and as a statistical inference problem using data assimilation to transfer information from measurements to the model states and parameters. Ultimately these two formulations achieve the same goal. Similar aspects that appear in both are highlighted as a means for better understanding the structure of the nonlinear inference problem. An alternative approach to data assimilation that uses model reduction is then examined as a way to eliminate unresolved nonlinear gating variables from neuron models. In this formulation, only measured variables enter into the model, and the resulting errors are themselves modeled by nonlinear stochastic processes with memory. Finally, variational annealing, a data assimilation method previously applied to dynamical systems, is introduced as a potentially useful tool for understanding deep neural network training in machine learning by exploiting similarities between the two problems.

Density-based Monte Carlo filter and its applications in nonlinear stochastic differential equation models.

Science.gov (United States)

Huang, Guanghui; Wan, Jianping; Chen, Hui

2013-02-01

Nonlinear stochastic differential equation models with unobservable state variables are now widely used in analysis of PK/PD data. Unobservable state variables are usually estimated with extended Kalman filter (EKF), and the unknown pharmacokinetic parameters are usually estimated by maximum likelihood estimator. However, EKF is inadequate for nonlinear PK/PD models, and MLE is known to be biased downwards. A density-based Monte Carlo filter (DMF) is proposed to estimate the unobservable state variables, and a simulation-based M estimator is proposed to estimate the unknown parameters in this paper, where a genetic algorithm is designed to search the optimal values of pharmacokinetic parameters. The performances of EKF and DMF are compared through simulations for discrete time and continuous time systems respectively, and it is found that the results based on DMF are more accurate than those given by EKF with respect to mean absolute error. Copyright © 2012 Elsevier Ltd. All rights reserved.

Linear theory for filtering nonlinear multiscale systems with model error.

Science.gov (United States)

Berry, Tyrus; Harlim, John

2014-07-08

In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online , as part of a filtering

Stochastic Reachability Analysis of Hybrid Systems

CERN Document Server

Bujorianu, Luminita Manuela

2012-01-01

Stochastic reachability analysis (SRA) is a method of analyzing the behavior of control systems which mix discrete and continuous dynamics. For probabilistic discrete systems it has been shown to be a practical verification method but for stochastic hybrid systems it can be rather more. As a verification technique SRA can assess the safety and performance of, for example, autonomous systems, robot and aircraft path planning and multi-agent coordination but it can also be used for the adaptive control of such systems. Stochastic Reachability Analysis of Hybrid Systems is a self-contained and accessible introduction to this novel topic in the analysis and development of stochastic hybrid systems. Beginning with the relevant aspects of Markov models and introducing stochastic hybrid systems, the book then moves on to coverage of reachability analysis for stochastic hybrid systems. Following this build up, the core of the text first formally defines the concept of reachability in the stochastic framework and then...

Synthetic Computation: Chaos Computing, Logical Stochastic Resonance, and Adaptive Computing

Science.gov (United States)

Kia, Behnam; Murali, K.; Jahed Motlagh, Mohammad-Reza; Sinha, Sudeshna; Ditto, William L.

Nonlinearity and chaos can illustrate numerous behaviors and patterns, and one can select different patterns from this rich library of patterns. In this paper we focus on synthetic computing, a field that engineers and synthesizes nonlinear systems to obtain computation. We explain the importance of nonlinearity, and describe how nonlinear systems can be engineered to perform computation. More specifically, we provide an overview of chaos computing, a field that manually programs chaotic systems to build different types of digital functions. Also we briefly describe logical stochastic resonance (LSR), and then extend the approach of LSR to realize combinational digital logic systems via suitable concatenation of existing logical stochastic resonance blocks. Finally we demonstrate how a chaotic system can be engineered and mated with different machine learning techniques, such as artificial neural networks, random searching, and genetic algorithm, to design different autonomous systems that can adapt and respond to environmental conditions.

Fuzzy Control Model and Simulation for Nonlinear Supply Chain System with Lead Times

Directory of Open Access Journals (Sweden)

Songtao Zhang

2017-01-01

Full Text Available A new fuzzy robust control strategy for the nonlinear supply chain system in the presence of lead times is proposed. Based on Takagi-Sugeno fuzzy control system, the fuzzy control model of the nonlinear supply chain system with lead times is constructed. Additionally, we design a fuzzy robust H∞ control strategy taking the definition of maximal overlapped-rules group into consideration to restrain the impacts such as those caused by lead times, switching actions among submodels, and customers’ stochastic demands. This control strategy can not only guarantee that the nonlinear supply chain system is robustly asymptotically stable but also realize soft switching among subsystems of the nonlinear supply chain to make the less fluctuation of the system variables by introducing the membership function of fuzzy system. The comparisons between the proposed fuzzy robust H∞ control strategy and the robust H∞ control strategy are finally illustrated through numerical simulations on a two-stage nonlinear supply chain with lead times.

Control mechanisms for stochastic biochemical systems via computation of reachable sets.

Science.gov (United States)

Lakatos, Eszter; Stumpf, Michael P H

2017-08-01

Controlling the behaviour of cells by rationally guiding molecular processes is an overarching aim of much of synthetic biology. Molecular processes, however, are notoriously noisy and frequently nonlinear. We present an approach to studying the impact of control measures on motifs of molecular interactions that addresses the problems faced in many biological systems: stochasticity, parameter uncertainty and nonlinearity. We show that our reachability analysis formalism can describe the potential behaviour of biological (naturally evolved as well as engineered) systems, and provides a set of bounds on their dynamics at the level of population statistics: for example, we can obtain the possible ranges of means and variances of mRNA and protein expression levels, even in the presence of uncertainty about model parameters.

Stochastic inequalities and applications to dynamics analysis of a novel SIVS epidemic model with jumps

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Xiaona Leng

2017-06-01

Full Text Available Abstract This paper proposes a new nonlinear stochastic SIVS epidemic model with double epidemic hypothesis and Lévy jumps. The main purpose of this paper is to investigate the threshold dynamics of the stochastic SIVS epidemic model. By using the technique of a series of stochastic inequalities, we obtain sufficient conditions for the persistence in mean and extinction of the stochastic system and the threshold which governs the extinction and the spread of the epidemic diseases. Finally, this paper describes the results of numerical simulations investigating the dynamical effects of stochastic disturbance. Our results significantly improve and generalize the corresponding results in recent literatures. The developed theoretical methods and stochastic inequalities technique can be used to investigate the high-dimensional nonlinear stochastic differential systems.

Stochasticity in the Josephson map

International Nuclear Information System (INIS)

Nomura, Y.; Ichikawa, Y.H.; Filippov, A.T.

1996-04-01

The Josephson map describes nonlinear dynamics of systems characterized by standard map with the uniform external bias superposed. The intricate structures of the phase space portrait of the Josephson map are examined on the basis of the tangent map associated with the Josephson map. Numerical observation of the stochastic diffusion in the Josephson map is examined in comparison with the renormalized diffusion coefficient calculated by the method of characteristic function. The global stochasticity of the Josephson map occurs at the values of far smaller stochastic parameter than the case of the standard map. (author)

Nonlinear stochastic heat equations with cubic nonlinearities and additive Q-regular noise in R^1

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Henri Schurz

2010-09-01

Full Text Available Semilinear stochastic heat equations perturbed by cubic-type nonlinearities and additive space-time noise with homogeneous boundary conditions are discussed in R^1. The space-time noise is supposed to be Gaussian in time and possesses a Fourier expansion in space along the eigenfunctions of underlying Lapace operators. We follow the concept of approximate strong (classical Fourier solutions. The existence of unique continuous L^2-bounded solutions is proved. Furthermore, we present a procedure for its numerical approximation based on nonstandard methods (linear-implicit and justify their stability and consistency. The behavior of related total energy functional turns out to be crucial in the presented analysis.

Non-parametric system identification from non-linear stochastic response

DEFF Research Database (Denmark)

Rüdinger, Finn; Krenk, Steen

2001-01-01

An estimation method is proposed for identification of non-linear stiffness and damping of single-degree-of-freedom systems under stationary white noise excitation. Non-parametric estimates of the stiffness and damping along with an estimate of the white noise intensity are obtained by suitable...... of the energy at mean-level crossings, which yields the damping relative to white noise intensity. Finally, an estimate of the noise intensity is extracted by estimating the absolute damping from the autocovariance functions of a set of modified phase plane variables at different energy levels. The method...

Fitting Nonlinear Ordinary Differential Equation Models with Random Effects and Unknown Initial Conditions Using the Stochastic Approximation Expectation-Maximization (SAEM) Algorithm.

Science.gov (United States)

Chow, Sy-Miin; Lu, Zhaohua; Sherwood, Andrew; Zhu, Hongtu

2016-03-01

The past decade has evidenced the increased prevalence of irregularly spaced longitudinal data in social sciences. Clearly lacking, however, are modeling tools that allow researchers to fit dynamic models to irregularly spaced data, particularly data that show nonlinearity and heterogeneity in dynamical structures. We consider the issue of fitting multivariate nonlinear differential equation models with random effects and unknown initial conditions to irregularly spaced data. A stochastic approximation expectation-maximization algorithm is proposed and its performance is evaluated using a benchmark nonlinear dynamical systems model, namely, the Van der Pol oscillator equations. The empirical utility of the proposed technique is illustrated using a set of 24-h ambulatory cardiovascular data from 168 men and women. Pertinent methodological challenges and unresolved issues are discussed.

Aperiodic signals processing via parameter-tuning stochastic resonance in a photorefractive ring cavity

Directory of Open Access Journals (Sweden)

Xuefeng Li

2014-04-01

Full Text Available Based on solving numerically the generalized nonlinear Langevin equation describing the nonlinear dynamics of stochastic resonance by Fourth-order Runge-Kutta method, an aperiodic stochastic resonance based on an optical bistable system is numerically investigated. The numerical results show that a parameter-tuning stochastic resonance system can be realized by choosing the appropriate optical bistable parameters, which performs well in reconstructing aperiodic signals from a very high level of noise background. The influences of optical bistable parameters on the stochastic resonance effect are numerically analyzed via cross-correlation, and a maximum cross-correlation gain of 8 is obtained by optimizing optical bistable parameters. This provides a prospective method for reconstructing noise-hidden weak signals in all-optical signal processing systems.

Delay-controlled primary and stochastic resonances of the SD oscillator with stiffness nonlinearities

Science.gov (United States)

Yang, Tao; Cao, Qingjie

2018-03-01

This work presents analytical studies of the stiffness nonlinearities SD (smooth and discontinuous) oscillator under displacement and velocity feedback control with a time delay. The SD oscillator can capture the qualitative characteristics of quasi-zero-stiffness and negative-stiffness. We focus mainly on the primary resonance of the quasi-zero-stiffness SD oscillator and the stochastic resonance (SR) of the negative-stiffness SD oscillator. Using the averaging method, we have been analyzed the amplitude response of the quasi-zero-stiffness SD oscillator. In this regard, the optimum time delay for changing the control intensity according to the optimization standard proposed can be obtained. For the optimum time delay, increasing the displacement feedback intensity is advantageous to suppress the vibrations in resonant regime where vibration isolation is needed, however, increasing the velocity feedback intensity is advantageous to strengthen the vibrations. Moreover, the effects of time-delayed feedback on the SR of the negative-stiffness SD oscillator are investigated under harmonic forcing and Gaussian white noise, based on the Langevin and Fokker-Planck approaches. The time-delayed feedback can enhance the SR phenomenon where vibrational energy harvesting is needed. This paper established the relationship between the parameters and vibration properties of a stiffness nonlinearities SD which provides the guidance for optimizing time-delayed control for vibration isolation and vibrational energy harvesting of the nonlinear systems.

Analysis methods of stochastic transient electro–magnetic processes in electric traction system

Directory of Open Access Journals (Sweden)

T. M. Mishchenko

2013-04-01

Full Text Available Purpose. The essence and basic characteristics of calculation methods of transient electromagnetic processes in the elements and devices of non–linear dynamic electric traction systems taking into account the stochastic changes of voltages and currents in traction networks of power supply subsystem and power circuits of electric rolling stock are developed. Methodology. Classical methods and the methods of non–linear electric engineering, as well as probability theory method, especially the methods of stationary ergodic and non–stationary stochastic processes application are used in the research. Findings. Using the above-mentioned methods an equivalent circuit and the system of nonlinear integra–differential equations for electromagnetic condition of the double–track inter-substation zone of alternating current electric traction system are drawn up. Calculations allow obtaining electric traction current distribution in the areas of feeder zones. Originality. First of all the paper is interesting and important from scientific point of view due to the methods, which allow taking into account probabilistic character of change for traction voltages and electric traction system currents. On the second hand the researches develop the most efficient methods of nonlinear circuits’ analysis. Practical value. The practical value of the research is presented in application of the methods to the analysis of electromagnetic and electric energy processes in the traction power supply system in the case of high-speed train traffic.

Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences

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Sie Long Kek

2015-01-01

Full Text Available A computational approach is proposed for solving the discrete time nonlinear stochastic optimal control problem. Our aim is to obtain the optimal output solution of the original optimal control problem through solving the simplified model-based optimal control problem iteratively. In our approach, the adjusted parameters are introduced into the model used such that the differences between the real system and the model used can be computed. Particularly, system optimization and parameter estimation are integrated interactively. On the other hand, the output is measured from the real plant and is fed back into the parameter estimation problem to establish a matching scheme. During the calculation procedure, the iterative solution is updated in order to approximate the true optimal solution of the original optimal control problem despite model-reality differences. For illustration, a wastewater treatment problem is studied and the results show the efficiency of the approach proposed.

Dynamic Response of Non-Linear Inelsatic Systems to Poisson-Driven Stochastic Excitations

DEFF Research Database (Denmark)

Nielsen, Søren R. K.; Iwankiewicz, R.

of an equivalent linearization techni que and substituting the non-analytical non-linearity in the original system by the cubic form in the pertinent state variables. The response moments are evaluated for the equivalent systems with the help of a generalized Ito's differential rule. The analytical results...

Stochastic resonance in a piecewise nonlinear model driven by multiplicative non-Gaussian noise and additive white noise

Science.gov (United States)

Guo, Yongfeng; Shen, Yajun; Tan, Jianguo

2016-09-01

The phenomenon of stochastic resonance (SR) in a piecewise nonlinear model driven by a periodic signal and correlated noises for the cases of a multiplicative non-Gaussian noise and an additive Gaussian white noise is investigated. Applying the path integral approach, the unified colored noise approximation and the two-state model theory, the analytical expression of the signal-to-noise ratio (SNR) is derived. It is found that conventional stochastic resonance exists in this system. From numerical computations we obtain that: (i) As a function of the non-Gaussian noise intensity, the SNR is increased when the non-Gaussian noise deviation parameter q is increased. (ii) As a function of the Gaussian noise intensity, the SNR is decreased when q is increased. This demonstrates that the effect of the non-Gaussian noise on SNR is different from that of the Gaussian noise in this system. Moreover, we further discuss the effect of the correlation time of the non-Gaussian noise, cross-correlation strength, the amplitude and frequency of the periodic signal on SR.

A Solution Method for Linear and Geometrically Nonlinear MDOF Systems with Random Properties subject to Random Excitation

DEFF Research Database (Denmark)

Micaletti, R. C.; Cakmak, A. S.; Nielsen, Søren R. K.

structural properties. The resulting state-space formulation is a system of ordinary stochastic differential equations with random coefficient and deterministic initial conditions which are subsequently transformed into ordinary stochastic differential equations with deterministic coefficients and random......A method for computing the lower-order moments of randomly-excited multi-degree-of-freedom (MDOF) systems with random structural properties is proposed. The method is grounded in the techniques of stochastic calculus, utilizing a Markov diffusion process to model the structural system with random...... initial conditions. This transformation facilitates the derivation of differential equations which govern the evolution of the unconditional statistical moments of response. Primary consideration is given to linear systems and systems with odd polynomial nonlinearities, for in these cases...

Stochastic Systems Uncertainty Quantification and Propagation

CERN Document Server

Grigoriu, Mircea

2012-01-01

Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of time and/or space. The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents: ·         A clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis   ·          Probabilistic models for random variables an...

A Proposed Stochastic Finite Difference Approach Based on Homogenous Chaos Expansion

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O. H. Galal

2013-01-01

Full Text Available This paper proposes a stochastic finite difference approach, based on homogenous chaos expansion (SFDHC. The said approach can handle time dependent nonlinear as well as linear systems with deterministic or stochastic initial and boundary conditions. In this approach, included stochastic parameters are modeled as second-order stochastic processes and are expanded using Karhunen-Loève expansion, while the response function is approximated using homogenous chaos expansion. Galerkin projection is used in converting the original stochastic partial differential equation (PDE into a set of coupled deterministic partial differential equations and then solved using finite difference method. Two well-known equations were used for efficiency validation of the method proposed. First one being the linear diffusion equation with stochastic parameter and the second is the nonlinear Burger's equation with stochastic parameter and stochastic initial and boundary conditions. In both of these examples, the probability distribution function of the response manifested close conformity to the results obtained from Monte Carlo simulation with optimized computational cost.

On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models

Science.gov (United States)

Bastani, Ali Foroush; Dastgerdi, Maryam Vahid; Mighani, Abolfazl

2018-06-01

The main aim of this paper is the analytical and numerical study of a time-dependent second-order nonlinear partial differential equation (PDE) arising from the endogenous stochastic volatility model, introduced in [Bensoussan, A., Crouhy, M. and Galai, D., Stochastic equity volatility related to the leverage effect (I): equity volatility behavior. Applied Mathematical Finance, 1, 63-85, 1994]. As the first step, we derive a consistent set of initial and boundary conditions to complement the PDE, when the firm is financed by equity and debt. In the sequel, we propose a Newton-based iteration scheme for nonlinear parabolic PDEs which is an extension of a method for solving elliptic partial differential equations introduced in [Fasshauer, G. E., Newton iteration with multiquadrics for the solution of nonlinear PDEs. Computers and Mathematics with Applications, 43, 423-438, 2002]. The scheme is based on multilevel collocation using radial basis functions (RBFs) to solve the resulting locally linearized elliptic PDEs obtained at each level of the Newton iteration. We show the effectiveness of the resulting framework by solving a prototypical example from the field and compare the results with those obtained from three different techniques: (1) a finite difference discretization; (2) a naive RBF collocation and (3) a benchmark approximation, introduced for the first time in this paper. The numerical results confirm the robustness, higher convergence rate and good stability properties of the proposed scheme compared to other alternatives. We also comment on some possible research directions in this field.

Turbulent response in a stochastic regime

International Nuclear Information System (INIS)

Molvig, K.; Freidberg, J.P.; Potok, R.; Hirshman, S.P.; Whitson, J.C.; Tajima, T.

1981-06-01

The theory for the non-linear, turbulent response in a system with intrinsic stochasticity is considered. It is argued that perturbative Eulerian theories, such as the Direct Interaction Approximation (DIA), are inherently unsuited to describe such a system. The exponentiation property that characterizes stochasticity appears in the Lagrangian picture and cannot even be defined in the Eulerian representation. An approximation for stochastic systems - the Normal Stochastic Approximation - is developed and states that the perturbed orbit functions (Lagrangian fluctuations) behave as normally distributed random variables. This is independent of the Eulerian statistics and, in fact, we treat the Eulerian fluctuations as fixed. A simple model problem (appropriate for the electron response in the drift wave) is subjected to a series of computer experiments. To within numerical noise the results are in agreement with the Normal Stochastic Approximation. The predictions of the DIA for this mode show substantial qualitative and quantitative departures from the observations

Stochastic control theory dynamic programming principle

CERN Document Server

Nisio, Makiko

2015-01-01

This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems. First we consider completely observable control problems with finite horizons. Using a time discretization we construct a nonlinear semigroup related to the dynamic programming principle (DPP), whose generator provides the Hamilton–Jacobi–Bellman (HJB) equation, and we characterize the value function via the nonlinear semigroup, besides the viscosity solution theory. When we control not only the dynamics of a system but also the terminal time of its evolution, control-stopping problems arise. This problem is treated in the same frameworks, via the nonlinear semigroup. Its results are applicable to the American option price problem. Zero-sum two-player time-homogeneous stochastic differential games and viscosity solutions of the Isaacs equations arising from such games are studied via a nonlinear semigroup related to DPP (the min-ma...

A stochastic analysis for a phytoplankton-zooplankton model

International Nuclear Information System (INIS)

Ge, G; Wang, H-L; Xu, J

2008-01-01

A simple phytoplankton-zooplankton nonlinear dynamical model was proposed to study the coexistence of all the species and a Hopf bifurcation was observed. In order to study the effect of environmental robustness on this system, we have stochastically perturbed the system with respect to white noise around its positive interior equilibrium. We have observed that the system remains stochastically stable around the positive equilibrium for same parametric values in the deterministic situation

Self-Organized Biological Dynamics and Nonlinear Control

Science.gov (United States)

Walleczek, Jan

2006-04-01

The frontiers and challenges of biodynamics research Jan Walleczek; Part I. Nonlinear Dynamics in Biology and Response to Stimuli: 1. External signals and internal oscillation dynamics - principal aspects and response of stimulated rhythmic processes Friedemann Kaiser; 2. Nonlinear dynamics in biochemical and biophysical systems: from enzyme kinetics to epilepsy Raima Larter, Robert Worth and Brent Speelman; 3. Fractal mechanisms in neural control: human heartbeat and gait dynamics in health and disease Chung-Kang Peng, Jeffrey M. Hausdorff and Ary L. Goldberger; 4. Self-organising dynamics in human coordination and perception Mingzhou Ding, Yanqing Chen, J. A. Scott Kelso and Betty Tuller; 5. Signal processing in biochemical reaction networks Adam P. Arkin; Part II. Nonlinear Sensitivity of Biological Systems to Electromagnetic Stimuli: 6. Electrical signal detection and noise in systems with long-range coherence Paul C. Gailey; 7. Oscillatory signals in migrating neutrophils: effects of time-varying chemical and electrical fields Howard R. Petty; 8. Enzyme kinetics and nonlinear biochemical amplification in response to static and oscillating magnetic fields Jan Walleczek and Clemens F. Eichwald; 9. Magnetic field sensitivity in the hippocampus Stefan Engström, Suzanne Bawin and W. Ross Adey; Part III. Stochastic Noise-Induced Dynamics and Transport in Biological Systems: 10. Stochastic resonance: looking forward Frank Moss; 11. Stochastic resonance and small-amplitude signal transduction in voltage-gated ion channels Sergey M. Bezrukov and Igor Vodyanoy; 12. Ratchets, rectifiers and demons: the constructive role of noise in free energy and signal transduction R. Dean Astumian; 13. Cellular transduction of periodic and stochastic energy signals by electroconformational coupling Tian Y. Tsong; Part IV. Nonlinear Control of Biological and Other Excitable Systems: 14. Controlling chaos in dynamical systems Kenneth Showalter; 15. Electromagnetic fields and biological

A study on stochastic resonance of one-dimensional bistable system in the neighborhood of bifurcation point with the moment method

Energy Technology Data Exchange (ETDEWEB)

Zhang Guangjun [State Key Laboratory of Mechanical Structural Strength and Vibration, School of Architectural Engineering and Mechanics, Xi' an Jiaotong University, Xi' an, Shaanxi (China); Xu Jianxue [State Key Laboratory of Mechanical Structural Strength and Vibration, School of Architectural Engineering and Mechanics, Xi' an Jiaotong University, Xi' an, Shaanxi (China)] e-mail: jxxu@mail.xjtu.edu.cn

2006-02-01

This paper analyzes the stochastic resonance induced by a novel transition of one-dimensional bistable system in the neighborhood of bifurcation point with the method of moment, which refer to the transition of system motion among a potential well of stable fixed point before bifurcation of original system and double-well potential of two coexisting stable fixed points after original system bifurcation at the presence of internal noise. The results show: the semi-analytical result of stochastic resonance of one-dimensional bistable system in the neighborhood of bifurcation point may be obtained, and the semi-analytical result is in accord with the one of Monte Carlo simulation qualitatively, the occurrence of stochastic resonance is related to the bifurcation of noisy nonlinear dynamical system moment equations, which induce the transfer of energy of ensemble average (Ex) of system response in each frequency component and make the energy of ensemble average of system response concentrate on the frequency of input signal, stochastic resonance occurs.

A study on stochastic resonance of one-dimensional bistable system in the neighborhood of bifurcation point with the moment method

International Nuclear Information System (INIS)

Zhang Guangjun; Xu Jianxue

2006-01-01

This paper analyzes the stochastic resonance induced by a novel transition of one-dimensional bistable system in the neighborhood of bifurcation point with the method of moment, which refer to the transition of system motion among a potential well of stable fixed point before bifurcation of original system and double-well potential of two coexisting stable fixed points after original system bifurcation at the presence of internal noise. The results show: the semi-analytical result of stochastic resonance of one-dimensional bistable system in the neighborhood of bifurcation point may be obtained, and the semi-analytical result is in accord with the one of Monte Carlo simulation qualitatively, the occurrence of stochastic resonance is related to the bifurcation of noisy nonlinear dynamical system moment equations, which induce the transfer of energy of ensemble average (Ex) of system response in each frequency component and make the energy of ensemble average of system response concentrate on the frequency of input signal, stochastic resonance occurs

Stochastic phenomena in a fiber Raman amplifier

Energy Technology Data Exchange (ETDEWEB)

Kalashnikov, Vladimir [Aston Institute of Photonic Technologies, Aston University, Birmingham (United Kingdom); Institute of Photonics, Vienna University of Technology (Austria); Sergeyev, Sergey V. [Aston Institute of Photonic Technologies, Aston University, Birmingham (United Kingdom); Ania-Castanon, Juan Diego [Instituto de Optica CSIC, Madrid (Spain); Jacobsen, Gunnar [Acreo, Kista (Sweden); Popov, Sergei [Royal Institute of Technology (KTH), Stockholm (Sweden)

2017-01-15

The interplay of such cornerstones of modern nonlinear fiber optics as a nonlinearity, stochasticity and polarization leads to variety of the noise induced instabilities including polarization attraction and escape phenomena harnessing of which is a key to unlocking the fiber optic systems specifications required in high resolution spectroscopy, metrology, biomedicine and telecommunications. Here, by using direct stochastic modeling, the mapping of interplay of the Raman scattering-based nonlinearity, the random birefringence of a fiber, and the pump-to-signal intensity noise transfer has been done in terms of the fiber Raman amplifier parameters, namely polarization mode dispersion, the relative intensity noise of the pump laser, fiber length, and the signal power. The obtained results reveal conditions for emergence of the random birefringence-induced resonance-like enhancement of the gain fluctuations (stochastic anti-resonance) accompanied by pulse broadening and rare events in the form of low power output signals having probability heavily deviated from the Gaussian distribution. (copyright 2016 by WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

Higher-order Solution of Stochastic Diffusion equation with Nonlinear Losses Using WHEP technique

KAUST Repository

El-Beltagy, Mohamed A.

2014-01-06

Using Wiener-Hermite expansion with perturbation (WHEP) technique in the solution of the stochastic partial differential equations (SPDEs) has the advantage of converting the problem to a system of deterministic equations that can be solved efficiently using the standard deterministic numerical methods [1]. The Wiener-Hermite expansion is the only known expansion that handles the white/colored noise exactly. The main statistics, such as the mean, covariance, and higher order statistical moments, can be calculated by simple formulae involving only the deterministic Wiener-Hermite coefficients. In this poster, the WHEP technique is used to solve the 2D diffusion equation with nonlinear losses and excited with white noise. The solution will be obtained numerically and will be validated and compared with the analytical solution that can be obtained from any symbolic mathematics package such as Mathematica.

Higher-order Solution of Stochastic Diffusion equation with Nonlinear Losses Using WHEP technique

KAUST Repository

El-Beltagy, Mohamed A.; Al-Mulla, Noah

2014-01-01

Using Wiener-Hermite expansion with perturbation (WHEP) technique in the solution of the stochastic partial differential equations (SPDEs) has the advantage of converting the problem to a system of deterministic equations that can be solved efficiently using the standard deterministic numerical methods [1]. The Wiener-Hermite expansion is the only known expansion that handles the white/colored noise exactly. The main statistics, such as the mean, covariance, and higher order statistical moments, can be calculated by simple formulae involving only the deterministic Wiener-Hermite coefficients. In this poster, the WHEP technique is used to solve the 2D diffusion equation with nonlinear losses and excited with white noise. The solution will be obtained numerically and will be validated and compared with the analytical solution that can be obtained from any symbolic mathematics package such as Mathematica.

A non-linear dimension reduction methodology for generating data-driven stochastic input models

Science.gov (United States)

Ganapathysubramanian, Baskar; Zabaras, Nicholas

2008-06-01

Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem of manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space Rn. An isometric mapping F from M to a low-dimensional, compact, connected set A⊂Rd(d≪n) is constructed. Given only a finite set of samples of the data, the methodology uses arguments from graph theory and differential geometry to construct the isometric transformation F:M→A. Asymptotic convergence of the representation of M by A is shown. This mapping F serves as an accurate, low-dimensional, data-driven representation of the property variations. The reduced-order model of the material topology and thermal diffusivity variations is subsequently used as an input in the solution of stochastic partial differential equations that describe the evolution of dependant variables. A sparse grid collocation strategy (Smolyak algorithm) is utilized to solve these stochastic equations efficiently. We showcase the methodology by constructing low

A non-linear dimension reduction methodology for generating data-driven stochastic input models

International Nuclear Information System (INIS)

Ganapathysubramanian, Baskar; Zabaras, Nicholas

2008-01-01

Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem of manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space R n . An isometric mapping F from M to a low-dimensional, compact, connected set A is contained in R d (d<< n) is constructed. Given only a finite set of samples of the data, the methodology uses arguments from graph theory and differential geometry to construct the isometric transformation F:M→A. Asymptotic convergence of the representation of M by A is shown. This mapping F serves as an accurate, low-dimensional, data-driven representation of the property variations. The reduced-order model of the material topology and thermal diffusivity variations is subsequently used as an input in the solution of stochastic partial differential equations that describe the evolution of dependant variables. A sparse grid collocation strategy (Smolyak algorithm) is utilized to solve these stochastic equations efficiently. We showcase the methodology

Stochastic response and bifurcation of periodically driven nonlinear oscillators by the generalized cell mapping method

Science.gov (United States)

Han, Qun; Xu, Wei; Sun, Jian-Qiao

2016-09-01

The stochastic response of nonlinear oscillators under periodic and Gaussian white noise excitations is studied with the generalized cell mapping based on short-time Gaussian approximation (GCM/STGA) method. The solutions of the transition probability density functions over a small fraction of the period are constructed by the STGA scheme in order to construct the GCM over one complete period. Both the transient and steady-state probability density functions (PDFs) of a smooth and discontinuous (SD) oscillator are computed to illustrate the application of the method. The accuracy of the results is verified by direct Monte Carlo simulations. The transient responses show the evolution of the PDFs from being Gaussian to non-Gaussian. The effect of a chaotic saddle on the stochastic response is also studied. The stochastic P-bifurcation in terms of the steady-state PDFs occurs with the decrease of the smoothness parameter, which corresponds to the deterministic pitchfork bifurcation.

Stochastic modeling and simulation of reaction-diffusion system with Hill function dynamics.

Science.gov (United States)

Chen, Minghan; Li, Fei; Wang, Shuo; Cao, Young

2017-03-14

Stochastic simulation of reaction-diffusion systems presents great challenges for spatiotemporal biological modeling and simulation. One widely used framework for stochastic simulation of reaction-diffusion systems is reaction diffusion master equation (RDME). Previous studies have discovered that for the RDME, when discretization size approaches zero, reaction time for bimolecular reactions in high dimensional domains tends to infinity. In this paper, we demonstrate that in the 1D domain, highly nonlinear reaction dynamics given by Hill function may also have dramatic change when discretization size is smaller than a critical value. Moreover, we discuss methods to avoid this problem: smoothing over space, fixed length smoothing over space and a hybrid method. Our analysis reveals that the switch-like Hill dynamics reduces to a linear function of discretization size when the discretization size is small enough. The three proposed methods could correctly (under certain precision) simulate Hill function dynamics in the microscopic RDME system.

Stochastic change detection in uncertain nonlinear systems using reduced-order models: classification

International Nuclear Information System (INIS)

Yun, Hae-Bum; Masri, Sami F

2009-01-01

A reliable structural health monitoring methodology (SHM) is proposed to detect relatively small changes in uncertain nonlinear systems. A total of 4000 physical tests were performed using a complex nonlinear magneto-rheological (MR) damper. With the effective (or 'genuine') changes and uncertainties in the system characteristics of the semi-active MR damper, which were precisely controlled with known means and standard deviation of the input current, the tested MR damper was identified with the restoring force method (RFM), a non-parametric system identification method involving two-dimensional orthogonal polynomials. Using the identified RFM coefficients, both supervised and unsupervised pattern recognition techniques (including support vector classification and k-means clustering) were employed to detect system changes in the MR damper. The classification results showed that the identified coefficients with orthogonal basis function can be used as reliable indicators for detecting (small) changes, interpreting the physical meaning of the detected changes without a priori knowledge of the monitored system and quantifying the uncertainty bounds of the detected changes. The classification errors were analyzed using the standard detection theory to evaluate the performance of the developed SHM methodology. An optimal classifier design procedure was also proposed and evaluated to minimize type II (or 'missed') errors

Stochastic chaos in a Duffing oscillator and its control

International Nuclear Information System (INIS)

Wu Cunli; Lei Youming; Fang Tong

2006-01-01

Stochastic chaos discussed here means a kind of chaotic responses in a Duffing oscillator with bounded random parameters under harmonic excitations. A system with random parameters is usually called a stochastic system. The modifier 'stochastic' here implies dependent on some random parameter. As the system itself is stochastic, so is the response, even under harmonic excitations alone. In this paper stochastic chaos and its control are verified by the top Lyapunov exponent of the system. A non-feedback control strategy is adopted here by adding an adjustable noisy phase to the harmonic excitation, so that the control can be realized by adjusting the noise level. It is found that by this control strategy stochastic chaos can be tamed down to the small neighborhood of a periodic trajectory or an equilibrium state. In the analysis the stochastic Duffing oscillator is first transformed into an equivalent deterministic nonlinear system by the Gegenbauer polynomial approximation, so that the problem of controlling stochastic chaos can be reduced into the problem of controlling deterministic chaos in the equivalent system. Then the top Lyapunov exponent of the equivalent system is obtained by Wolf's method to examine the chaotic behavior of the response. Numerical simulations show that the random phase control strategy is an effective way to control stochastic chaos

Deterministic and Stochastic Study for an Infected Computer Network Model Powered by a System of Antivirus Programs

Directory of Open Access Journals (Sweden)

Youness El Ansari

2017-01-01

Full Text Available We investigate the various conditions that control the extinction and stability of a nonlinear mathematical spread model with stochastic perturbations. This model describes the spread of viruses into an infected computer network which is powered by a system of antivirus software. The system is analyzed by using the stability theory of stochastic differential equations and the computer simulations. First, we study the global stability of the virus-free equilibrium state and the virus-epidemic equilibrium state. Furthermore, we use the Itô formula and some other theoretical theorems of stochastic differential equation to discuss the extinction and the stationary distribution of our system. The analysis gives a sufficient condition for the infection to be extinct (i.e., the number of viruses tends exponentially to zero. The ergodicity of the solution and the stationary distribution can be obtained if the basic reproduction number Rp is bigger than 1, and the intensities of stochastic fluctuations are small enough. Numerical simulations are carried out to illustrate the theoretical results.

Modeling and analysis of stochastic systems

CERN Document Server

Kulkarni, Vidyadhar G

2011-01-01

Based on the author's more than 25 years of teaching experience, Modeling and Analysis of Stochastic Systems, Second Edition covers the most important classes of stochastic processes used in the modeling of diverse systems, from supply chains and inventory systems to genetics and biological systems. For each class of stochastic process, the text includes its definition, characterization, applications, transient and limiting behavior, first passage times, and cost/reward models. Along with reorganizing the material, this edition revises and adds new exercises and examples. New to the second edi

Asymptotic behavior of non-autonomous stochastic parabolic equations with nonlinear Laplacian principal part

Directory of Open Access Journals (Sweden)

Bixiang Wang

2013-08-01

Full Text Available We prove the existence and uniqueness of random attractors for the p-Laplace equation driven simultaneously by non-autonomous deterministic and stochastic forcing. The nonlinearity of the equation is allowed to have a polynomial growth rate of any order which may be greater than p. We further establish the upper semicontinuity of random attractors as the intensity of noise approaches zero. In addition, we show the pathwise periodicity of random attractors when all non-autonomous deterministic forcing terms are time periodic.

Stochastic nonlinear beam equations

Czech Academy of Sciences Publication Activity Database

Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan

2005-01-01

Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005

Inverse operator theory method mathematics-mechanization for the solutions of nonlinear equations and some typical applications in nonlinear physics

International Nuclear Information System (INIS)

Fang Jinqing; Yao Weiguang

1992-12-01

Inverse operator theory method (IOTM) has developed rapidly in the last few years. It is an effective and useful procedure for quantitative solution of nonlinear or stochastic continuous dynamical systems. Solutions are obtained in series form for deterministic equations, and in the case of stochastic equation it gives statistic measures of the solution process. A very important advantage of the IOTM is to eliminate a number of restrictive and assumption on the nature of stochastic processes. Therefore, it provides more realistic solutions. The IOTM and its mathematics-mechanization (MM) are briefly introduced. They are used successfully to study the chaotic behaviors of the nonlinear dynamical systems for the first time in the world. As typical examples, the Lorentz equation, generalized Duffing equation, two coupled generalized Duffing equations are investigated by the use of the IOTM and the MM. The results are in good agreement with ones by the Runge-Kutta method (RKM). It has higher accuracy and faster convergence. So the IOTM realized by the MM is of potential application valuable in nonlinear science

The Asymptotic Behaviour of a Stochastic 3D LANS-α Model

International Nuclear Information System (INIS)

Caraballo, Tomas; Marquez-Duran, Antonio M.; Real, Jose

2006-01-01

The long-time behaviour of a stochastic 3D LANS-α model on a bounded domain is analysed. First, we reformulate the model as an abstract problem. Next, we establish sufficient conditions ensuring the existence of stationary (steady state) solutions of this abstract nonlinear stochastic evolution equation, and study the stability properties of the model. Finally, we analyse the effects produced by stochastic perturbations in the deterministic version of the system (persistence of exponential stability as well as possible stabilisation effects produced by the noise). The general results are applied to our stochastic LANS-α system throughout the paper

Stochastic Galerkin methods for the steady-state Navier–Stokes equations

Energy Technology Data Exchange (ETDEWEB)

Sousedík, Bedřich, E-mail: sousedik@umbc.edu [Department of Mathematics and Statistics, University of Maryland, Baltimore County, 1000 Hilltop Circle, Baltimore, MD 21250 (United States); Elman, Howard C., E-mail: elman@cs.umd.edu [Department of Computer Science and Institute for Advanced Computer Studies, University of Maryland, College Park, MD 20742 (United States)

2016-07-01

We study the steady-state Navier–Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galerkin method, and we explore properties of the resulting stochastic solutions. We also propose a preconditioner for solving the linear systems of equations arising at each step of the stochastic (Galerkin) nonlinear iteration and demonstrate its effectiveness for solving a set of benchmark problems.

Stochastic theory of polarized light in nonlinear birefringent media: An application to optical rotation

Science.gov (United States)

Tsuchida, Satoshi; Kuratsuji, Hiroshi

2018-05-01

A stochastic theory is developed for the light transmitting the optical media exhibiting linear and nonlinear birefringence. The starting point is the two-component nonlinear Schrödinger equation (NLSE). On the basis of the ansatz of “soliton” solution for the NLSE, the evolution equation for the Stokes parameters is derived, which turns out to be the Langevin equation by taking account of randomness and dissipation inherent in the birefringent media. The Langevin equation is converted to the Fokker-Planck (FP) equation for the probability distribution by employing the technique of functional integral on the assumption of the Gaussian white noise for the random fluctuation. The specific application is considered for the optical rotation, which is described by the ellipticity (third component of the Stokes parameters) alone: (i) The asymptotic analysis is given for the functional integral, which leads to the transition rate on the Poincaré sphere. (ii) The FP equation is analyzed in the strong coupling approximation, by which the diffusive behavior is obtained for the linear and nonlinear birefringence. These would provide with a basis of statistical analysis for the polarization phenomena in nonlinear birefringent media.

Device Applications of Nonlinear Dynamics

CERN Document Server

Baglio, Salvatore

2006-01-01

This edited book is devoted specifically to the applications of complex nonlinear dynamic phenomena to real systems and device applications. While in the past decades there has been significant progress in the theory of nonlinear phenomena under an assortment of system boundary conditions and preparations, there exist comparatively few devices that actually take this rich behavior into account. "Device Applications of Nonlinear Dynamics" applies and exploits this knowledge to make devices which operate more efficiently and cheaply, while affording the promise of much better performance. Given the current explosion of ideas in areas as diverse as molecular motors, nonlinear filtering theory, noise-enhanced propagation, stochastic resonance and networked systems, the time is right to integrate the progress of complex systems research into real devices.

Stochastic runaway of dynamical systems

International Nuclear Information System (INIS)

Pfirsch, D.; Graeff, P.

1984-10-01

One-dimensional, stochastic, dynamical systems are well studied with respect to their stability properties. Less is known for the higher dimensional case. This paper derives sufficient and necessary criteria for the asymptotic divergence of the entropy (runaway) and sufficient ones for the moments of n-dimensional, stochastic, dynamical systems. The crucial implication is the incompressibility of their flow defined by the equations of motion in configuration space. Two possible extensions to compressible flow systems are outlined. (orig.)

Numerical Solution of Stochastic Nonlinear Fractional Differential Equations

KAUST Repository

El-Beltagy, Mohamed A.

2015-01-07

Using Wiener-Hermite expansion (WHE) technique in the solution of the stochastic partial differential equations (SPDEs) has the advantage of converting the problem to a system of deterministic equations that can be solved efficiently using the standard deterministic numerical methods [1]. WHE is the only known expansion that handles the white/colored noise exactly. This work introduces a numerical estimation of the stochastic response of the Duffing oscillator with fractional or variable order damping and driven by white noise. The WHE technique is integrated with the Grunwald-Letnikov approximation in case of fractional order and with Coimbra approximation in case of variable-order damping. The numerical solver was tested with the analytic solution and with Monte-Carlo simulations. The developed mixed technique was shown to be efficient in simulating SPDEs.

Numerical Solution of Stochastic Nonlinear Fractional Differential Equations

KAUST Repository

El-Beltagy, Mohamed A.; Al-Juhani, Amnah

2015-01-01

Using Wiener-Hermite expansion (WHE) technique in the solution of the stochastic partial differential equations (SPDEs) has the advantage of converting the problem to a system of deterministic equations that can be solved efficiently using the standard deterministic numerical methods [1]. WHE is the only known expansion that handles the white/colored noise exactly. This work introduces a numerical estimation of the stochastic response of the Duffing oscillator with fractional or variable order damping and driven by white noise. The WHE technique is integrated with the Grunwald-Letnikov approximation in case of fractional order and with Coimbra approximation in case of variable-order damping. The numerical solver was tested with the analytic solution and with Monte-Carlo simulations. The developed mixed technique was shown to be efficient in simulating SPDEs.

Stochastic stability of mechanical systems under renewal jump process parametric excitation

DEFF Research Database (Denmark)

Iwankiewicz, R.; Nielsen, Søren R.K.; Larsen, Jesper Winther

2005-01-01

independent, negative exponential distributed variables; hence, the arrival process may be termed as a generalized Erlang renewal process. The excitation process is governed by the stochastic equation driven by two independent Poisson processes, with different parameters. If the response in a single mode...... is investigated, the problem is governed in the state space by two stochastic equations, because the stochastic equation for the excitation process is autonomic. However due to the parametric nature of the excitation, the nonlinear term appears at the right-hand sides of the equations. The equations become linear...... of the stochastic equation governing the natural logarithm of the hyperspherical amplitude process and using the modification of the method wherein the time averaging of the pertinent expressions is replaced by ensemble averaging. It is found that the direct simulation is more suitable and that the asymptotic mean...

Laboratory Evidence for Stochastic Plasma-Wave Growth

International Nuclear Information System (INIS)

Austin, D. R.; Hole, M. J.; Robinson, P. A.; Cairns, Iver H.; Dallaqua, R.

2007-01-01

The first laboratory confirmation of stochastic growth theory is reported. Floating potential fluctuations are measured in a vacuum arc centrifuge using a Langmuir probe. Statistical analysis of the energy density reveals a lognormal distribution over roughly 2 orders of magnitude, with a high-field nonlinear cutoff whose spatial dependence is consistent with the predicted eigenmode profile. These results are consistent with stochastic growth and nonlinear saturation of a spatially extended eigenmode, the first evidence for stochastic growth of an extended structure

Stochastic linearization of turbulent dynamics of dispersive waves in equilibrium and non-equilibrium state

International Nuclear Information System (INIS)

Jiang, Shixiao W; Lu, Haihao; Zhou, Douglas; Cai, David

2016-01-01

Characterizing dispersive wave turbulence in the long time dynamics is central to understanding of many natural phenomena, e.g., in atmosphere ocean dynamics, nonlinear optics, and plasma physics. Using the β -Fermi–Pasta–Ulam nonlinear system as a prototypical example, we show that in thermal equilibrium and non-equilibrium steady state the turbulent state even in the strongly nonlinear regime possesses an effective linear stochastic structure in renormalized normal variables. In this framework, we can well characterize the spatiotemporal dynamics, which are dominated by long-wavelength renormalized waves. We further demonstrate that the energy flux is nearly saturated by the long-wavelength renormalized waves in non-equilibrium steady state. The scenario of such effective linear stochastic dynamics can be extended to study turbulent states in other nonlinear wave systems. (paper)

Stochastic Models of Polymer Systems

Science.gov (United States)

2016-01-01

Distribution Unlimited Final Report: Stochastic Models of Polymer Systems The views, opinions and/or findings contained in this report are those of the...ADDRESS. Princeton University PO Box 0036 87 Prospect Avenue - 2nd floor Princeton, NJ 08544 -2020 14-Mar-2014 ABSTRACT Number of Papers published in...peer-reviewed journals: Number of Papers published in non peer-reviewed journals: Final Report: Stochastic Models of Polymer Systems Report Title

Stochastic growth logistic model with aftereffect for batch fermentation process

Energy Technology Data Exchange (ETDEWEB)

Rosli, Norhayati; Ayoubi, Tawfiqullah [Faculty of Industrial Sciences and Technology, Universiti Malaysia Pahang, Lebuhraya Tun Razak, 26300 Gambang, Pahang (Malaysia); Bahar, Arifah; Rahman, Haliza Abdul [Department of Mathematical Sciences, Faculty of Science, Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor (Malaysia); Salleh, Madihah Md [Department of Biotechnology Industry, Faculty of Biosciences and Bioengineering, Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor (Malaysia)

2014-06-19

In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits.

Stochastic growth logistic model with aftereffect for batch fermentation process

Science.gov (United States)

Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah; Rahman, Haliza Abdul; Salleh, Madihah Md

2014-06-01

In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits.

Stochastic growth logistic model with aftereffect for batch fermentation process

International Nuclear Information System (INIS)

Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah; Rahman, Haliza Abdul; Salleh, Madihah Md

2014-01-01

In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits

Green's function-stochastic methods framework for probing nonlinear evolution problems: Burger's equation, the nonlinear Schroedinger's equation, and hydrodynamic organization of near-molecular-scale vorticity

International Nuclear Information System (INIS)

Keanini, R.G.

2011-01-01

Research highlights: → Systematic approach for physically probing nonlinear and random evolution problems. → Evolution of vortex sheets corresponds to evolution of an Ornstein-Uhlenbeck process. → Organization of near-molecular scale vorticity mediated by hydrodynamic modes. → Framework allows calculation of vorticity evolution within random strain fields. - Abstract: A framework which combines Green's function (GF) methods and techniques from the theory of stochastic processes is proposed for tackling nonlinear evolution problems. The framework, established by a series of easy-to-derive equivalences between Green's function and stochastic representative solutions of linear drift-diffusion problems, provides a flexible structure within which nonlinear evolution problems can be analyzed and physically probed. As a preliminary test bed, two canonical, nonlinear evolution problems - Burgers' equation and the nonlinear Schroedinger's equation - are first treated. In the first case, the framework provides a rigorous, probabilistic derivation of the well known Cole-Hopf ansatz. Likewise, in the second, the machinery allows systematic recovery of a known soliton solution. The framework is then applied to a fairly extensive exploration of physical features underlying evolution of randomly stretched and advected Burger's vortex sheets. Here, the governing vorticity equation corresponds to the Fokker-Planck equation of an Ornstein-Uhlenbeck process, a correspondence that motivates an investigation of sub-sheet vorticity evolution and organization. Under the assumption that weak hydrodynamic fluctuations organize disordered, near-molecular-scale, sub-sheet vorticity, it is shown that these modes consist of two weakly damped counter-propagating cross-sheet acoustic modes, a diffusive cross-sheet shear mode, and a diffusive cross-sheet entropy mode. Once a consistent picture of in-sheet vorticity evolution is established, a number of analytical results, describing the

Stochastic bifurcation and fractal and chaos control of a giant magnetostrictive film-shape memory alloy composite cantilever plate subjected to in-plane harmonic and stochastic excitation

International Nuclear Information System (INIS)

Zhu, Zhiwen; Zhang, Qingxin; Xu, Jia

2014-01-01

Stochastic bifurcation and fractal and chaos control of a giant magnetostrictive film–shape memory alloy (GMF–SMA) composite cantilever plate subjected to in-plane harmonic and stochastic excitation were studied. Van der Pol items were improved to interpret the hysteretic phenomena of both GMF and SMA, and the nonlinear dynamic model of a GMF–SMA composite cantilever plate subjected to in-plane harmonic and stochastic excitation was developed. The probability density function of the dynamic response of the system was obtained, and the conditions of stochastic Hopf bifurcation were analyzed. The conditions of noise-induced chaotic response were obtained in the stochastic Melnikov integral method, and the fractal boundary of the safe basin of the system was provided. Finally, the chaos control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that stochastic Hopf bifurcation and chaos appear in the parameter variation process. The boundary of the safe basin of the system has fractal characteristics, and its area decreases when the noise intensifies. The system reliability was improved through stochastic optimal control, and the safe basin area of the system increased

Heart rate variability as determinism with jump stochastic parameters.

Science.gov (United States)

Zheng, Jiongxuan; Skufca, Joseph D; Bollt, Erik M

2013-08-01

We use measured heart rate information (RR intervals) to develop a one-dimensional nonlinear map that describes short term deterministic behavior in the data. Our study suggests that there is a stochastic parameter with persistence which causes the heart rate and rhythm system to wander about a bifurcation point. We propose a modified circle map with a jump process noise term as a model which can qualitatively capture such this behavior of low dimensional transient determinism with occasional (stochastically defined) jumps from one deterministic system to another within a one parameter family of deterministic systems.

Estimation of Nonlinear Functions of State Vector for Linear Systems with Time-Delays and Uncertainties

Directory of Open Access Journals (Sweden)

Il Young Song

2015-01-01

Full Text Available This paper focuses on estimation of a nonlinear function of state vector (NFS in discrete-time linear systems with time-delays and model uncertainties. The NFS represents a multivariate nonlinear function of state variables, which can indicate useful information of a target system for control. The optimal nonlinear estimator of an NFS (in mean square sense represents a function of the receding horizon estimate and its error covariance. The proposed receding horizon filter represents the standard Kalman filter with time-delays and special initial horizon conditions described by the Lyapunov-like equations. In general case to calculate an optimal estimator of an NFS we propose using the unscented transformation. Important class of polynomial NFS is considered in detail. In the case of polynomial NFS an optimal estimator has a closed-form computational procedure. The subsequent application of the proposed receding horizon filter and nonlinear estimator to a linear stochastic system with time-delays and uncertainties demonstrates their effectiveness.

Quantization of O(N) non-linear sigma models as the stochastic motion on Ssup(N-1)

International Nuclear Information System (INIS)

Aldazabal, G.; Parga, N.

1983-09-01

We obtain the Langevin equations for the stochastic quantization of the O(N) non-linear sigma model by studying the random (Gaussian) motion on the sphere Ssup(N-1). We prove the equivalence of this procedure with a different one where the random forces are elements of the O(N) algebra. A proof that our approach yields in the equilibrium regime the quantum field theory is also given. (author)

Stochastic stability of four-wheel-steering system

International Nuclear Information System (INIS)

Huang Dongwei; Wang Hongli; Zhu Zhiwen; Feng Zhang

2007-01-01

A four-wheel-steering system subjected to white noise excitations was reduced to a two-degree-of-freedom quasi-non-integrable-Hamiltonian system. Subsequently we obtained an one-dimensional Ito stochastic differential equation for the averaged Hamiltonian of the system by using the stochastic averaging method for quasi-non-integrable-Hamiltonian systems. Thus, the stochastic stability of four-wheel-steering system was analyzed by analyzing the sample behaviors of the averaged Hamiltonian at the boundary H = 0 and calculating its Lyapunov exponent. An example given at the end demonstrated that the conclusion obtained is of considerable significance

Sensitivity of Base-Isolated Systems to Ground Motion Characteristics: A Stochastic Approach

International Nuclear Information System (INIS)

Kaya, Yavuz; Safak, Erdal

2008-01-01

Base isolators dissipate energy through their nonlinear behavior when subjected to earthquake-induced loads. A widely used base isolation system for structures involves installing lead-rubber bearings (LRB) at the foundation level. The force-deformation behavior of LRB isolators can be modeled by a bilinear hysteretic model. This paper investigates the effects of ground motion characteristics on the response of bilinear hysteretic oscillators by using a stochastic approach. Ground shaking is characterized by its power spectral density function (PSDF), which includes corner frequency, seismic moment, moment magnitude, and site effects as its parameters. The PSDF of the oscillator response is calculated by using the equivalent-linearization techniques of random vibration theory for hysteretic nonlinear systems. Knowing the PSDF of the response, we can calculate the mean square and the expected maximum response spectra for a range of natural periods and ductility values. The results show that moment magnitude is a critical factor determining the response. Site effects do not seem to have a significant influence

Discrete-time state estimation for stochastic polynomial systems over polynomial observations

Science.gov (United States)

Hernandez-Gonzalez, M.; Basin, M.; Stepanov, O.

2018-07-01

This paper presents a solution to the mean-square state estimation problem for stochastic nonlinear polynomial systems over polynomial observations confused with additive white Gaussian noises. The solution is given in two steps: (a) computing the time-update equations and (b) computing the measurement-update equations for the state estimate and error covariance matrix. A closed form of this filter is obtained by expressing conditional expectations of polynomial terms as functions of the state estimate and error covariance. As a particular case, the mean-square filtering equations are derived for a third-degree polynomial system with second-degree polynomial measurements. Numerical simulations show effectiveness of the proposed filter compared to the extended Kalman filter.

The benefits of noise and nonlinearity: Extracting energy from random vibrations

Energy Technology Data Exchange (ETDEWEB)

Gammaitoni, Luca, E-mail: luca.gammaitoni@pg.infn.it [NiPS Laboratory, Universita di Perugia, I-06100 Perugia (Italy); Neri, Igor; Vocca, Helios [NiPS Laboratory, Universita di Perugia, I-06100 Perugia (Italy)

2010-10-05

Nonlinear behavior is the ordinary feature of the vast majority of dynamical systems and noise is commonly present in any finite temperature physical and chemical system. In this article we briefly review the potentially beneficial outcome of the interplay of noise and nonlinearity by addressing the novel field of vibration energy harvesting. The role of nonlinearity in a piezoelectric harvester oscillator dynamics is modeled with nonlinear stochastic differential equation.

Response of Non-Linear Systems to Renewal Impulses by Path Integration

DEFF Research Database (Denmark)

Nielsen, Søren R.K.; Iwankiewicz, R.

The cell-to-cell mapping (path integration) technique has been devised for MDOF non-linear and non-hysteretic systems subjected to random trains of impulses driven by an ordinary renewal point process with gamma-distributed integer parameter interarrival times (an Erlang process). Since the renewal...... point process has not independent increments the state vector of the system, consisting of the generalized displacements and velocities, is not a Markov process. Initially it is shown how the indicated systems can be converted to an equivalent Poisson driven system at the expense of introducing...... additional discrete-valued state variables for which the stochastic equations are also formulated....

Exact solutions to chaotic and stochastic systems

Science.gov (United States)

González, J. A.; Reyes, L. I.; Guerrero, L. E.

2001-03-01

We investigate functions that are exact solutions to chaotic dynamical systems. A generalization of these functions can produce truly random numbers. For the first time, we present solutions to random maps. This allows us to check, analytically, some recent results about the complexity of random dynamical systems. We confirm the result that a negative Lyapunov exponent does not imply predictability in random systems. We test the effectiveness of forecasting methods in distinguishing between chaotic and random time series. Using the explicit random functions, we can give explicit analytical formulas for the output signal in some systems with stochastic resonance. We study the influence of chaos on the stochastic resonance. We show, theoretically, the existence of a new type of solitonic stochastic resonance, where the shape of the kink is crucial. Using our models we can predict specific patterns in the output signal of stochastic resonance systems.

BRS invariant stochastic quantization of Einstein gravity

International Nuclear Information System (INIS)

Nakazawa, Naohito.

1989-11-01

We study stochastic quantization of gravity in terms of a BRS invariant canonical operator formalism. By introducing artificially canonical momentum variables for the original field variables, a canonical formulation of stochastic quantization is proposed in the sense that the Fokker-Planck hamiltonian is the generator of the fictitious time translation. Then we show that there exists a nilpotent BRS symmetry in an enlarged phase space of the first-class constrained systems. The phase space is spanned by the dynamical variables, their canonical conjugate momentum variables, Faddeev-Popov ghost and anti-ghost. We apply the general BRS invariant formulation to stochastic quantization of gravity which is described as a second-class constrained system in terms of a pair of Langevin equations coupled with white noises. It is shown that the stochastic action of gravity includes explicitly the De Witt's type superspace metric which leads to a geometrical interpretation of quantum gravity analogous to nonlinear σ-models. (author)

Stochastic Modelling of Hydrologic Systems

DEFF Research Database (Denmark)

Jonsdottir, Harpa

2007-01-01

In this PhD project several stochastic modelling methods are studied and applied on various subjects in hydrology. The research was prepared at Informatics and Mathematical Modelling at the Technical University of Denmark. The thesis is divided into two parts. The first part contains...... an introduction and an overview of the papers published. Then an introduction to basic concepts in hydrology along with a description of hydrological data is given. Finally an introduction to stochastic modelling is given. The second part contains the research papers. In the research papers the stochastic methods...... are described, as at the time of publication these methods represent new contribution to hydrology. The second part also contains additional description of software used and a brief introduction to stiff systems. The system in one of the papers is stiff....

Stochastic Modelling Of The Repairable System

Directory of Open Access Journals (Sweden)

Andrzejczak Karol

2015-11-01

Full Text Available All reliability models consisting of random time factors form stochastic processes. In this paper we recall the definitions of the most common point processes which are used for modelling of repairable systems. Particularly this paper presents stochastic processes as examples of reliability systems for the support of the maintenance related decisions. We consider the simplest one-unit system with a negligible repair or replacement time, i.e., the unit is operating and is repaired or replaced at failure, where the time required for repair and replacement is negligible. When the repair or replacement is completed, the unit becomes as good as new and resumes operation. The stochastic modelling of recoverable systems constitutes an excellent method of supporting maintenance related decision-making processes and enables their more rational use.

The intrinsic stochasticity of near-integrable Hamiltonian systems

Energy Technology Data Exchange (ETDEWEB)

Krlin, L [Ceskoslovenska Akademie Ved, Prague (Czechoslovakia). Ustav Fyziky Plazmatu

1989-09-01

Under certain conditions, the dynamics of near-integrable Hamiltonian systems appears to be stochastic. This stochasticity (intrinsic stochasticity, or deterministic chaos) is closely related to the Kolmogorov-Arnold-Moser (KAM) theorem of the stability of near-integrable multiperiodic Hamiltonian systems. The effect of the intrinsic stochasticity attracts still growing attention both in theory and in various applications in contemporary physics. The paper discusses the relation of the intrinsic stochasticity to the modern ergodic theory and to the KAM theorem, and describes some numerical experiments on related astrophysical and high-temperature plasma problems. Some open questions are mentioned in conclusion. (author).

Stochastic resonance and coherence resonance in groundwater-dependent plant ecosystems.

Science.gov (United States)

Borgogno, Fabio; D'Odorico, Paolo; Laio, Francesco; Ridolfi, Luca

2012-01-21

Several studies have shown that non-linear deterministic dynamical systems forced by external random components can give rise to unexpectedly regular temporal behaviors. Stochastic resonance and coherence resonance, the two best known processes of this type, have been studied in a number of physical and chemical systems. Here, we explore their possible occurrence in the dynamics of groundwater-dependent plant ecosystems. To this end, we develop two eco-hydrological models, which allow us to demonstrate that stochastic and coherence resonance may emerge in the dynamics of phreatophyte vegetation, depending on their deterministic properties and the intensity of external stochastic drivers. Copyright © 2011 Elsevier Ltd. All rights reserved.

Safety Analysis of Stochastic Dynamical Systems

DEFF Research Database (Denmark)

Sloth, Christoffer; Wisniewski, Rafael

2015-01-01

This paper presents a method for verifying the safety of a stochastic system. In particular, we show how to compute the largest set of initial conditions such that a given stochastic system is safe with probability p. To compute the set of initial conditions we rely on the moment method that via...... that shows how the p-safe initial set is computed numerically....

Stochastic Control Synthesis of Systems with Structured Uncertainty

Science.gov (United States)

Padula, Sharon L. (Technical Monitor); Crespo, Luis G.

2003-01-01

This paper presents a study on the design of robust controllers by using random variables to model structured uncertainty for both SISO and MIMO feedback systems. Once the parameter uncertainty is prescribed with probability density functions, its effects are propagated through the analysis leading to stochastic metrics for the system's output. Control designs that aim for satisfactory performances while guaranteeing robust closed loop stability are attained by solving constrained non-linear optimization problems in the frequency domain. This approach permits not only to quantify the probability of having unstable and unfavorable responses for a particular control design but also to search for controls while favoring the values of the parameters with higher chance of occurrence. In this manner, robust optimality is achieved while the characteristic conservatism of conventional robust control methods is eliminated. Examples that admit closed form expressions for the probabilistic metrics of the output are used to elucidate the nature of the problem at hand and validate the proposed formulations.

A Stochastic Maximum Principle for General Mean-Field Systems

International Nuclear Information System (INIS)

Buckdahn, Rainer; Li, Juan; Ma, Jin

2016-01-01

In this paper we study the optimal control problem for a class of general mean-field stochastic differential equations, in which the coefficients depend, nonlinearly, on both the state process as well as of its law. In particular, we assume that the control set is a general open set that is not necessary convex, and the coefficients are only continuous on the control variable without any further regularity or convexity. We validate the approach of Peng (SIAM J Control Optim 2(4):966–979, 1990) by considering the second order variational equations and the corresponding second order adjoint process in this setting, and we extend the Stochastic Maximum Principle of Buckdahn et al. (Appl Math Optim 64(2):197–216, 2011) to this general case.

A Stochastic Maximum Principle for General Mean-Field Systems

Energy Technology Data Exchange (ETDEWEB)

Buckdahn, Rainer, E-mail: Rainer.Buckdahn@univ-brest.fr [Université de Bretagne-Occidentale, Département de Mathématiques (France); Li, Juan, E-mail: juanli@sdu.edu.cn [Shandong University, Weihai, School of Mathematics and Statistics (China); Ma, Jin, E-mail: jinma@usc.edu [University of Southern California, Department of Mathematics (United States)

2016-12-15

In this paper we study the optimal control problem for a class of general mean-field stochastic differential equations, in which the coefficients depend, nonlinearly, on both the state process as well as of its law. In particular, we assume that the control set is a general open set that is not necessary convex, and the coefficients are only continuous on the control variable without any further regularity or convexity. We validate the approach of Peng (SIAM J Control Optim 2(4):966–979, 1990) by considering the second order variational equations and the corresponding second order adjoint process in this setting, and we extend the Stochastic Maximum Principle of Buckdahn et al. (Appl Math Optim 64(2):197–216, 2011) to this general case.

Stochastic fractional differential equations: Modeling, method and analysis

International Nuclear Information System (INIS)

Pedjeu, Jean-C.; Ladde, Gangaram S.

2012-01-01

By introducing a concept of dynamic process operating under multi-time scales in sciences and engineering, a mathematical model described by a system of multi-time scale stochastic differential equations is formulated. The classical Picard–Lindelöf successive approximations scheme is applied to the model validation problem, namely, existence and uniqueness of solution process. Naturally, this leads to the problem of finding closed form solutions of both linear and nonlinear multi-time scale stochastic differential equations of Itô–Doob type. Finally, to illustrate the scope of ideas and presented results, multi-time scale stochastic models for ecological and epidemiological processes in population dynamic are outlined.

Collisionally induced stochastic dynamics of fast ions in solids

International Nuclear Information System (INIS)

Burgdoerfer, J.

1989-01-01

Recent developments in the theory of excited state formation in collisions of fast highly charged ions with solids are reviewed. We discuss a classical transport theory employing Monte-Carlo sampling of solutions of a microscopic Langevin equation. Dynamical screening by the dielectric medium as well as multiple collisions are incorporated through the drift and stochastic forces in the Langevin equation. The close relationship between the extrinsically stochastic dynamics described by the Langevin and the intrinsic stochasticity in chaotic nonlinear dynamical systems is stressed. Comparison with experimental data and possible modification by quantum corrections are discussed. 49 refs., 11 figs

The research status and development trend of stochastic resonance

Science.gov (United States)

Xu, Lei; Peng, Yueping; Liu, Man

2017-12-01

The synergistic reaction under specific conditions of the nonlinear system, weak driving signal and moderate noise can make noise to be advantageous in a certain extent, so as to achieve the purpose of signal enhancement, this seemingly anomalous phenomenon is defined as stochastic resonance. In this paper, the weak signal detection under strong noise background is the main line. The principle of white noise to counteract external noise is expounded, and the present research situation and development trend of stochastic resonance are reviewed in that paper, it also pointed out the direction of further research of stochastic resonance technology.

Statistics of Poincare recurrences and the structure of the stochastic layer of a nonlinear resonance

International Nuclear Information System (INIS)

Chirikov, B.V.; Shepelyansky, D.L.

1983-02-01

Motion in the stochastic layer around the separatrix of a nonlinear resonance was investigated. The integral distribution function F(tau) of trajectory recurrence times tau to the center of the layer was numerically determined. It was found that the distribution F(tau) = A tau - /sup p/ is a power function, the exponent assuming two different values: for tau less than or equal to tau 0 , p = 1/2 and for tau >> tau 0 , p = 3/2 (time tau 0 is determined by the characteristics of the layer)

Dynamics of non-holonomic systems with stochastic transport

Science.gov (United States)

Holm, D. D.; Putkaradze, V.

2018-01-01

This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under non-holonomic constraints. For this purpose, we derive, analyse and numerically study the example of an unbalanced spherical ball rolling under gravity along a stochastic path. Our approach uses the Hamilton-Pontryagin variational principle, constrained by a stochastic rolling condition, which we show is equivalent to the corresponding stochastic Lagrange-d'Alembert principle. In the example of the rolling ball, the stochasticity represents uncertainty in the observation and/or error in the computational simulation of the angular velocity of rolling. The influence of the stochasticity on the deterministically conserved quantities is investigated both analytically and numerically. Our approach applies to a wide variety of stochastic, non-holonomically constrained systems, because it preserves the mathematical properties inherited from the variational principle.

Quantum noise and stochastic reduction

International Nuclear Information System (INIS)

Brody, Dorje C; Hughston, Lane P

2006-01-01

In standard nonrelativistic quantum mechanics the expectation of the energy is a conserved quantity. It is possible to extend the dynamical law associated with the evolution of a quantum state consistently to include a nonlinear stochastic component, while respecting the conservation law. According to the dynamics thus obtained, referred to as the energy-based stochastic Schroedinger equation, an arbitrary initial state collapses spontaneously to one of the energy eigenstates, thus describing the phenomenon of quantum state reduction. In this paper, two such models are investigated: one that achieves state reduction in infinite time and the other in finite time. The properties of the associated energy expectation process and the energy variance process are worked out in detail. By use of a novel application of a nonlinear filtering method, closed-form solutions-algebraic in character and involving no integration-are obtained of both these models. In each case, the solution is expressed in terms of a random variable representing the terminal energy of the system and an independent noise process. With these solutions at hand it is possible to simulate explicitly the dynamics of the quantum states of complicated physical systems

Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory

KAUST Repository

Richtarik, Peter; Taká č, Martin

2017-01-01

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete or continuous distribution over random matrices. Our reformulation has several equivalent interpretations, allowing for researchers from various communities to leverage their domain specific insights. In particular, our reformulation can be equivalently seen as a stochastic optimization problem, stochastic linear system, stochastic fixed point problem and a probabilistic intersection problem. We prove sufficient, and necessary and sufficient conditions for the reformulation to be exact. Further, we propose and analyze three stochastic algorithms for solving the reformulated problem---basic, parallel and accelerated methods---with global linear convergence rates. The rates can be interpreted as condition numbers of a matrix which depends on the system matrix and on the reformulation parameters. This gives rise to a new phenomenon which we call stochastic preconditioning, and which refers to the problem of finding parameters (matrix and distribution) leading to a sufficiently small condition number. Our basic method can be equivalently interpreted as stochastic gradient descent, stochastic Newton method, stochastic proximal point method, stochastic fixed point method, and stochastic projection method, with fixed stepsize (relaxation parameter), applied to the reformulations.

Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory

KAUST Repository

Richtarik, Peter

2017-06-04

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete or continuous distribution over random matrices. Our reformulation has several equivalent interpretations, allowing for researchers from various communities to leverage their domain specific insights. In particular, our reformulation can be equivalently seen as a stochastic optimization problem, stochastic linear system, stochastic fixed point problem and a probabilistic intersection problem. We prove sufficient, and necessary and sufficient conditions for the reformulation to be exact. Further, we propose and analyze three stochastic algorithms for solving the reformulated problem---basic, parallel and accelerated methods---with global linear convergence rates. The rates can be interpreted as condition numbers of a matrix which depends on the system matrix and on the reformulation parameters. This gives rise to a new phenomenon which we call stochastic preconditioning, and which refers to the problem of finding parameters (matrix and distribution) leading to a sufficiently small condition number. Our basic method can be equivalently interpreted as stochastic gradient descent, stochastic Newton method, stochastic proximal point method, stochastic fixed point method, and stochastic projection method, with fixed stepsize (relaxation parameter), applied to the reformulations.

Homogenization of the stochastic Navier–Stokes equation with a stochastic slip boundary condition

KAUST Repository

Bessaih, Hakima

2015-11-02

The two-dimensional Navier–Stokes equation in a perforated domain with a dynamical slip boundary condition is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior of the domain and another stochastic perturbation on the boundaries of the holes. We consider a scaling (ᵋ for the viscosity and 1 for the density) that will lead to a time-dependent limit problem. However, the noncritical scaling (ᵋ, β > 1) is considered in front of the nonlinear term. The homogenized system in the limit is obtained as a Darcy’s law with memory with two permeabilities and an extra term that is due to the stochastic perturbation on the boundary of the holes. The nonhomogeneity on the boundary contains a stochastic part that yields in the limit an additional term in the Darcy’s law. We use the two-scale convergence method after extending the solution with 0 inside the holes to pass to the limit. By Itô stochastic calculus, we get uniform estimates on the solution in appropriate spaces. Due to the stochastic integral, the pressure that appears in the variational formulation does not have enough regularity in time. This fact made us rely only on the variational formulation for the passage to the limit on the solution. We obtain a variational formulation for the limit that is solution of a Stokes system with two pressures. This two-scale limit gives rise to three cell problems, two of them give the permeabilities while the third one gives an extra term in the Darcy’s law due to the stochastic perturbation on the boundary of the holes.

Lyapunov functionals and stability of stochastic functional differential equations

CERN Document Server

Shaikhet, Leonid

2013-01-01

Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author’s previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for discrete- and continuous-time difference equations. The text begins with a description of the peculiarities of deterministic and stochastic functional differential equations. There follow basic definitions for stability theory of stochastic hereditary systems, and a formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differential equations with constant and distributed delays. The proposed method is used for stability investigation of di...

Nonlinear dynamics of mushy layers induced by external stochastic fluctuations.

Science.gov (United States)

Alexandrov, Dmitri V; Bashkirtseva, Irina A; Ryashko, Lev B

2018-02-28

The time-dependent process of directional crystallization in the presence of a mushy layer is considered with allowance for arbitrary fluctuations in the atmospheric temperature and friction velocity. A nonlinear set of mushy layer equations and boundary conditions is solved analytically when the heat and mass fluxes at the boundary between the mushy layer and liquid phase are induced by turbulent motion in the liquid and, as a result, have the corresponding convective form. Namely, the 'solid phase-mushy layer' and 'mushy layer-liquid phase' phase transition boundaries as well as the solid fraction, temperature and concentration (salinity) distributions are found. If the atmospheric temperature and friction velocity are constant, the analytical solution takes a parametric form. In the more common case when they represent arbitrary functions of time, the analytical solution is given by means of the standard Cauchy problem. The deterministic and stochastic behaviour of the phase transition process is analysed on the basis of the obtained analytical solutions. In the case of stochastic fluctuations in the atmospheric temperature and friction velocity, the phase transition interfaces (mushy layer boundaries) move faster than in the deterministic case. A cumulative effect of these noise contributions is revealed as well. In other words, when the atmospheric temperature and friction velocity fluctuate simultaneously due to the influence of different external processes and phenomena, the phase transition boundaries move even faster. This article is part of the theme issue 'From atomistic interfaces to dendritic patterns'.This article is part of the theme issue 'From atomistic interfaces to dendritic patterns'. © 2018 The Author(s).

Stochastic resonance in a stochastic bistable system with additive noises and square–wave signal

International Nuclear Information System (INIS)

Feng, Guo; Xiang-Dong, Luo; Shao-Fu, Li; Yu-Rong, Zhou

2010-01-01

This paper considers the stochastic resonance in a stochastic bistable system driven by a periodic square-wave signal and a static force as well as by additive white noise and dichotomous noise from the viewpoint of signal-to-noise ratio. It finds that the signal-to-noise ratio appears as stochastic resonance behaviour when it is plotted as a function of the noise strength of the white noise and dichotomous noise, as a function of the system parameters, or as a function of the static force. Moreover, the influence of the strength of the stochastic potential force and the correlation rate of the dichotomous noise on the signal-to-noise ratio is investigated. (general)

Exponentially Stable Stationary Solutions for Stochastic Evolution Equations and Their Perturbation

International Nuclear Information System (INIS)

Caraballo, Tomas; Kloeden, Peter E.; Schmalfuss, Bjoern

2004-01-01

We consider the exponential stability of stochastic evolution equations with Lipschitz continuous non-linearities when zero is not a solution for these equations. We prove the existence of anon-trivial stationary solution which is exponentially stable, where the stationary solution is generated by the composition of a random variable and the Wiener shift. We also construct stationary solutions with the stronger property of attracting bounded sets uniformly. The existence of these stationary solutions follows from the theory of random dynamical systems and their attractors. In addition, we prove some perturbation results and formulate conditions for the existence of stationary solutions for semilinear stochastic partial differential equations with Lipschitz continuous non-linearities

Nonlinear robust hierarchical control for nonlinear uncertain systems

Directory of Open Access Journals (Sweden)

Leonessa Alexander

1999-01-01

Full Text Available A nonlinear robust control-system design framework predicated on a hierarchical switching controller architecture parameterized over a set of moving nominal system equilibria is developed. Specifically, using equilibria-dependent Lyapunov functions, a hierarchical nonlinear robust control strategy is developed that robustly stabilizes a given nonlinear system over a prescribed range of system uncertainty by robustly stabilizing a collection of nonlinear controlled uncertain subsystems. The robust switching nonlinear controller architecture is designed based on a generalized (lower semicontinuous Lyapunov function obtained by minimizing a potential function over a given switching set induced by the parameterized nominal system equilibria. The proposed framework robustly stabilizes a compact positively invariant set of a given nonlinear uncertain dynamical system with structured parametric uncertainty. Finally, the efficacy of the proposed approach is demonstrated on a jet engine propulsion control problem with uncertain pressure-flow map data.

Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations

Science.gov (United States)

Kaulakys, B.; Alaburda, M.; Ruseckas, J.

2016-05-01

A well-known fact in the financial markets is the so-called ‘inverse cubic law’ of the cumulative distributions of the long-range memory fluctuations of market indicators such as a number of events of trades, trading volume and the logarithmic price change. We propose the nonlinear stochastic differential equation (SDE) giving both the power-law behavior of the power spectral density and the long-range dependent inverse cubic law of the cumulative distribution. This is achieved using the suggestion that when the market evolves from calm to violent behavior there is a decrease of the delay time of multiplicative feedback of the system in comparison to the driving noise correlation time. This results in a transition from the Itô to the Stratonovich sense of the SDE and yields a long-range memory process.

Modeling Stochastic Complexity in Complex Adaptive Systems: Non-Kolmogorov Probability and the Process Algebra Approach.

Science.gov (United States)

Sulis, William H

2017-10-01

Walter Freeman III pioneered the application of nonlinear dynamical systems theories and methodologies in his work on mesoscopic brain dynamics.Sadly, mainstream psychology and psychiatry still cling to linear correlation based data analysis techniques, which threaten to subvert the process of experimentation and theory building. In order to progress, it is necessary to develop tools capable of managing the stochastic complexity of complex biopsychosocial systems, which includes multilevel feedback relationships, nonlinear interactions, chaotic dynamics and adaptability. In addition, however, these systems exhibit intrinsic randomness, non-Gaussian probability distributions, non-stationarity, contextuality, and non-Kolmogorov probabilities, as well as the absence of mean and/or variance and conditional probabilities. These properties and their implications for statistical analysis are discussed. An alternative approach, the Process Algebra approach, is described. It is a generative model, capable of generating non-Kolmogorov probabilities. It has proven useful in addressing fundamental problems in quantum mechanics and in the modeling of developing psychosocial systems.

Nanopore Current Oscillations: Nonlinear Dynamics on the Nanoscale.

Science.gov (United States)

Hyland, Brittany; Siwy, Zuzanna S; Martens, Craig C

2015-05-21

In this Letter, we describe theoretical modeling of an experimentally realized nanoscale system that exhibits the general universal behavior of a nonlinear dynamical system. In particular, we consider the description of voltage-induced current fluctuations through a single nanopore from the perspective of nonlinear dynamics. We briefly review the experimental system and its behavior observed and then present a simple phenomenological nonlinear model that reproduces the qualitative behavior of the experimental data. The model consists of a two-dimensional deterministic nonlinear bistable oscillator experiencing both dissipation and random noise. The multidimensionality of the model and the interplay between deterministic and stochastic forces are both required to obtain a qualitatively accurate description of the physical system.

Invariant measures for stochastic nonlinear beam and wave equations

Czech Academy of Sciences Publication Activity Database

Brzezniak, Z.; Ondreját, Martin; Seidler, Jan

2016-01-01

Roč. 260, č. 5 (2016), s. 4157-4179 ISSN 0022-0396 R&D Projects: GA ČR GAP201/10/0752 Institutional support: RVO:67985556 Keywords : stochastic partial differential equation * stochastic beam equation * stochastic wave equation * invariant measure Subject RIV: BA - General Mathematics Impact factor: 1.988, year: 2016 http://library.utia.cas.cz/separaty/2016/SI/ondrejat-0453412.pdf

Nonlinear dynamics in micromechanical and nanomechanical resonators and oscillators

Science.gov (United States)

Dunn, Tyler

In recent years, the study of nonlinear dynamics in microelectromechanical and nanoelectromechanical systems (MEMS and NEMS) has attracted considerable attention, motivated by both fundamental and practical interests. One example is the phenomenon of stochastic resonance. Previous measurements have established the presence of this counterintuitive effect in NEMS, showing that certain amounts of white noise can effectively amplify weak switching signals in nanomechanical memory elements and switches. However, other types of noise, particularly noises with 1/falpha spectra, also bear relevance in these and many other systems. At a more fundamental level, the role which noise color plays in stochastic resonance remains an open question in the field. To these ends, this work presents systematic measurements of stochastic resonance in a nanomechanical resonator using 1/f alpha and Ornstein-Uhlenbeck noise types. All of the studied noise spectra induce stochastic resonance, proving that colored noise can also be beneficial; however, stronger noise correlations suppress the effect, decreasing the maximum signal-to-noise ratio and increasing the optimal noise intensity. Evidence suggests that 1/falpha noise spectra with increasing noise color lead to increasingly asymmetric switching, reducing the achievable amplification. Another manifestly nonlinear effect anticipated in these systems is modal coupling. Measurements presented here demonstrate interactions between various mode types on a wide scale, providing the first reported observations of coupling in bulk longitudinal modes of MEMS. As a result of anharmonic elastic effects, each mode shifts in frequency by an amount proportional to the squared displacement (or energy) of a coupled mode. Since all resonator modes couple in this manner, these effects enable nonlinear measurement of energy and mechanical nonlinear signal processing across a wide range of frequencies. Finally, while these experiments address nonlinear

Separation of Stochastic and Deterministic Information from Seismological Time Series with Nonlinear Dynamics and Maximum Entropy Methods

International Nuclear Information System (INIS)

Gutierrez, Rafael M.; Useche, Gina M.; Buitrago, Elias

2007-01-01

We present a procedure developed to detect stochastic and deterministic information contained in empirical time series, useful to characterize and make models of different aspects of complex phenomena represented by such data. This procedure is applied to a seismological time series to obtain new information to study and understand geological phenomena. We use concepts and methods from nonlinear dynamics and maximum entropy. The mentioned method allows an optimal analysis of the available information

Stochastic Integration H∞ Filter for Rapid Transfer Alignment of INS.

Science.gov (United States)

Zhou, Dapeng; Guo, Lei

2017-11-18

The performance of an inertial navigation system (INS) operated on a moving base greatly depends on the accuracy of rapid transfer alignment (RTA). However, in practice, the coexistence of large initial attitude errors and uncertain observation noise statistics poses a great challenge for the estimation accuracy of misalignment angles. This study aims to develop a novel robust nonlinear filter, namely the stochastic integration H ∞ filter (SIH ∞ F) for improving both the accuracy and robustness of RTA. In this new nonlinear H ∞ filter, the stochastic spherical-radial integration rule is incorporated with the framework of the derivative-free H ∞ filter for the first time, and the resulting SIH ∞ F simultaneously attenuates the negative effect in estimations caused by significant nonlinearity and large uncertainty. Comparisons between the SIH ∞ F and previously well-known methodologies are carried out by means of numerical simulation and a van test. The results demonstrate that the newly-proposed method outperforms the cubature H ∞ filter. Moreover, the SIH ∞ F inherits the benefit of the traditional stochastic integration filter, but with more robustness in the presence of uncertainty.

New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs

Science.gov (United States)

Venturi, D.; Karniadakis, G. E.

2012-08-01

By using functional integral methods we determine new evolution equations satisfied by the joint response-excitation probability density function (PDF) associated with the stochastic solution to first-order nonlinear partial differential equations (PDEs). The theory is presented for both fully nonlinear and for quasilinear scalar PDEs subject to random boundary conditions, random initial conditions or random forcing terms. Particular applications are discussed for the classical linear and nonlinear advection equations and for the advection-reaction equation. By using a Fourier-Galerkin spectral method we obtain numerical solutions of the proposed response-excitation PDF equations. These numerical solutions are compared against those obtained by using more conventional statistical approaches such as probabilistic collocation and multi-element probabilistic collocation methods. It is found that the response-excitation approach yields accurate predictions of the statistical properties of the system. In addition, it allows to directly ascertain the tails of probabilistic distributions, thus facilitating the assessment of rare events and associated risks. The computational cost of the response-excitation method is order magnitudes smaller than the one of more conventional statistical approaches if the PDE is subject to high-dimensional random boundary or initial conditions. The question of high-dimensionality for evolution equations involving multidimensional joint response-excitation PDFs is also addressed.

BRS symmetry in stochastic quantization of the gravitational field

International Nuclear Information System (INIS)

Nakazawa, Naohito.

1989-12-01

We study stochastic quantization of gravity in terms of a BRS invariant canonical operator formalism. By introducing artificially canonical momentum variables for the original field variables, a canonical formulation of stochastic quantization is proposed in a sense that the Fokker-Planck hamiltonian is the generator of the fictitious time translation. Then we show that there exists a nilpotent BRS symmetry in an enlarged phase space for gravity (in general, for the first-class constrained systems). The stochastic action of gravity includes explicitly an unique De Witt's type superspace metric which leads to a geometrical interpretation of quantum gravity analogous to nonlinear σ-models. (author)

Design Of Combined Stochastic Feedforward/Feedback Control

Science.gov (United States)

Halyo, Nesim

1989-01-01

Methodology accommodates variety of control structures and design techniques. In methodology for combined stochastic feedforward/feedback control, main objectives of feedforward and feedback control laws seen clearly. Inclusion of error-integral feedback, dynamic compensation, rate-command control structure, and like integral element of methodology. Another advantage of methodology flexibility to develop variety of techniques for design of feedback control with arbitrary structures to obtain feedback controller: includes stochastic output feedback, multiconfiguration control, decentralized control, or frequency and classical control methods. Control modes of system include capture and tracking of localizer and glideslope, crab, decrab, and flare. By use of recommended incremental implementation, control laws simulated on digital computer and connected with nonlinear digital simulation of aircraft and its systems.

Delay dynamical systems and applications to nonlinear machine-tool chatter

International Nuclear Information System (INIS)

Fofana, M.S.

2003-01-01

The stability behaviour of machine chatter that exhibits Hopf and degenerate bifurcations has been examined without the assumption of small delays between successive cuts. Delay dynamical system theory leading to the reduction of the infinite-dimensional character of the governing delay differential equations (DDEs) to a finite-dimensional set of ordinary differential equations have been employed. The essential mathematical arguments for these systems in the context of retarded DDEs are summarized. Then the application of these arguments in the stability study of machine-tool chatter with multiple time delays is presented. Explicit analytical expressions ensuring stable and unstable machining when perturbations are periodic, stochastic and nonlinear have been derived using the integral averaging method and Lyapunov exponents

Stochastic Analysis of Advection-diffusion-Reactive Systems with Applications to Reactive Transport in Porous Media

Energy Technology Data Exchange (ETDEWEB)

Tartakovsky, Daniel

2013-08-30

We developed new CDF and PDF methods for solving non-linear stochastic hyperbolic equations that does not rely on linearization approximations and allows for rigorous formulation of the boundary conditions.

Approximate Forward Difference Equations for the Lower Order Non-Stationary Statistics of Geometrically Non-Linear Systems subject to Random Excitation

DEFF Research Database (Denmark)

Köylüoglu, H. U.; Nielsen, Søren R. K.; Cakmak, A. S.

Geometrically non-linear multi-degree-of-freedom (MDOF) systems subject to random excitation are considered. New semi-analytical approximate forward difference equations for the lower order non-stationary statistical moments of the response are derived from the stochastic differential equations...... of motion, and, the accuracy of these equations is numerically investigated. For stationary excitations, the proposed method computes the stationary statistical moments of the response from the solution of non-linear algebraic equations....

Time-ordered product expansions for computational stochastic system biology

International Nuclear Information System (INIS)

Mjolsness, Eric

2013-01-01

The time-ordered product framework of quantum field theory can also be used to understand salient phenomena in stochastic biochemical networks. It is used here to derive Gillespie’s stochastic simulation algorithm (SSA) for chemical reaction networks; consequently, the SSA can be interpreted in terms of Feynman diagrams. It is also used here to derive other, more general simulation and parameter-learning algorithms including simulation algorithms for networks of stochastic reaction-like processes operating on parameterized objects, and also hybrid stochastic reaction/differential equation models in which systems of ordinary differential equations evolve the parameters of objects that can also undergo stochastic reactions. Thus, the time-ordered product expansion can be used systematically to derive simulation and parameter-fitting algorithms for stochastic systems. (paper)

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

International Nuclear Information System (INIS)

Desai, Ajit; Pettit, Chris; Poirel, Dominique; Sarkar, Abhijit

2017-01-01

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolution in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.

Size and stochasticity in irrigated social-ecological systems

Science.gov (United States)

Puy, Arnald; Muneepeerakul, Rachata; Balbo, Andrea L.

2017-03-01

This paper presents a systematic study of the relation between the size of irrigation systems and the management of uncertainty. We specifically focus on studying, through a stylized theoretical model, how stochasticity in water availability and taxation interacts with the stochastic behavior of the population within irrigation systems. Our results indicate the existence of two key population thresholds for the sustainability of any irrigation system: or the critical population size required to keep the irrigation system operative, and N* or the population threshold at which the incentive to work inside the irrigation system equals the incentives to work elsewhere. Crossing irretrievably leads to system collapse. N* is the population level with a sub-optimal per capita payoff towards which irrigation systems tend to gravitate. When subjected to strong stochasticity in water availability or taxation, irrigation systems might suffer sharp population drops and irreversibly disintegrate into a system collapse, via a mechanism we dub ‘collapse trap’. Our conceptual study establishes the basis for further work aiming at appraising the dynamics between size and stochasticity in irrigation systems, whose understanding is key for devising mitigation and adaptation measures to ensure their sustainability in the face of increasing and inevitable uncertainty.

Sparse learning of stochastic dynamical equations

Science.gov (United States)

Boninsegna, Lorenzo; Nüske, Feliks; Clementi, Cecilia

2018-06-01

With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics (SINDy) has been introduced to identify the governing equations of dynamical systems from simulation data. In this study, we extend SINDy to stochastic dynamical systems which are frequently used to model biophysical processes. We prove the asymptotic correctness of stochastic SINDy in the infinite data limit, both in the original and projected variables. We discuss algorithms to solve the sparse regression problem arising from the practical implementation of SINDy and show that cross validation is an essential tool to determine the right level of sparsity. We demonstrate the proposed methodology on two test systems, namely, the diffusion in a one-dimensional potential and the projected dynamics of a two-dimensional diffusion process.

Distributed parallel computing in stochastic modeling of groundwater systems.

Science.gov (United States)

Dong, Yanhui; Li, Guomin; Xu, Haizhen

2013-03-01

Stochastic modeling is a rapidly evolving, popular approach to the study of the uncertainty and heterogeneity of groundwater systems. However, the use of Monte Carlo-type simulations to solve practical groundwater problems often encounters computational bottlenecks that hinder the acquisition of meaningful results. To improve the computational efficiency, a system that combines stochastic model generation with MODFLOW-related programs and distributed parallel processing is investigated. The distributed computing framework, called the Java Parallel Processing Framework, is integrated into the system to allow the batch processing of stochastic models in distributed and parallel systems. As an example, the system is applied to the stochastic delineation of well capture zones in the Pinggu Basin in Beijing. Through the use of 50 processing threads on a cluster with 10 multicore nodes, the execution times of 500 realizations are reduced to 3% compared with those of a serial execution. Through this application, the system demonstrates its potential in solving difficult computational problems in practical stochastic modeling. © 2012, The Author(s). Groundwater © 2012, National Ground Water Association.

Dynamics of stochastic systems

CERN Document Server

Klyatskin, Valery I

2005-01-01

Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...

Nonlinear threshold Boolean automata networks and phase transitions

OpenAIRE

Demongeot, Jacques; Sené, Sylvain

2010-01-01

In this report, we present a formal approach that addresses the problem of emergence of phase transitions in stochastic and attractive nonlinear threshold Boolean automata networks. Nonlinear networks considered are informally defined on the basis of classical stochastic threshold Boolean automata networks in which specific interaction potentials of neighbourhood coalition are taken into account. More precisely, specific nonlinear terms compose local transition functions that define locally t...

Nonlinear optimization

CERN Document Server

Ruszczynski, Andrzej

2011-01-01

Optimization is one of the most important areas of modern applied mathematics, with applications in fields from engineering and economics to finance, statistics, management science, and medicine. While many books have addressed its various aspects, Nonlinear Optimization is the first comprehensive treatment that will allow graduate students and researchers to understand its modern ideas, principles, and methods within a reasonable time, but without sacrificing mathematical precision. Andrzej Ruszczynski, a leading expert in the optimization of nonlinear stochastic systems, integrates the theory and the methods of nonlinear optimization in a unified, clear, and mathematically rigorous fashion, with detailed and easy-to-follow proofs illustrated by numerous examples and figures. The book covers convex analysis, the theory of optimality conditions, duality theory, and numerical methods for solving unconstrained and constrained optimization problems. It addresses not only classical material but also modern top...

Stochastic equations for complex systems theoretical and computational topics

CERN Document Server

Bessaih, Hakima

2015-01-01

Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness, the equations used to describe such systems usually need to involve stochastics.  The basic goal of this book is to introduce the mathematics and application of stochastic equations used for the modeling of complex systems. A first focus is on the introduction to different topics in mathematical analysis. A second focus is on the application of mathematical tools to the analysis of stochastic equations. A third focus is on the development and application of stochastic methods to simulate turbulent flows as seen in reality.  This book is primarily oriented towards mathematics and engineering PhD students, young and experienced researchers, and professionals working in the area of stochastic differential equations ...

Optimal Control and Optimization of Stochastic Supply Chain Systems

CERN Document Server

Song, Dong-Ping

2013-01-01

Optimal Control and Optimization of Stochastic Supply Chain Systems examines its subject in the context of the presence of a variety of uncertainties. Numerous examples with intuitive illustrations and tables are provided, to demonstrate the structural characteristics of the optimal control policies in various stochastic supply chains and to show how to make use of these characteristics to construct easy-to-operate sub-optimal policies.                 In Part I, a general introduction to stochastic supply chain systems is provided. Analytical models for various stochastic supply chain systems are formulated and analysed in Part II. In Part III the structural knowledge of the optimal control policies obtained in Part II is utilized to construct easy-to-operate sub-optimal control policies for various stochastic supply chain systems accordingly. Finally, Part IV discusses the optimisation of threshold-type control policies and their robustness. A key feature of the book is its tying together of ...

Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes—part III extensions and applications to kinetic theory and transport

Science.gov (United States)

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

2017-08-01

This third part extends the theory of Generalized Poisson-Kac (GPK) processes to nonlinear stochastic models and to a continuum of states. Nonlinearity is treated in two ways: (i) as a dependence of the parameters (intensity of the stochastic velocity, transition rates) of the stochastic perturbation on the state variable, similarly to the case of nonlinear Langevin equations, and (ii) as the dependence of the stochastic microdynamic equations of motion on the statistical description of the process itself (nonlinear Fokker-Planck-Kac models). Several numerical and physical examples illustrate the theory. Gathering nonlinearity and a continuum of states, GPK theory provides a stochastic derivation of the nonlinear Boltzmann equation, furnishing a positive answer to the Kac’s program in kinetic theory. The transition from stochastic microdynamics to transport theory within the framework of the GPK paradigm is also addressed.

Stochastic foundations of undulatory transport phenomena: generalized Poisson–Kac processes—part III extensions and applications to kinetic theory and transport

International Nuclear Information System (INIS)

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

2017-01-01

This third part extends the theory of Generalized Poisson–Kac (GPK) processes to nonlinear stochastic models and to a continuum of states. Nonlinearity is treated in two ways: (i) as a dependence of the parameters (intensity of the stochastic velocity, transition rates) of the stochastic perturbation on the state variable, similarly to the case of nonlinear Langevin equations, and (ii) as the dependence of the stochastic microdynamic equations of motion on the statistical description of the process itself (nonlinear Fokker–Planck–Kac models). Several numerical and physical examples illustrate the theory. Gathering nonlinearity and a continuum of states, GPK theory provides a stochastic derivation of the nonlinear Boltzmann equation, furnishing a positive answer to the Kac’s program in kinetic theory. The transition from stochastic microdynamics to transport theory within the framework of the GPK paradigm is also addressed. (paper)

Averaging Principle for the Higher Order Nonlinear Schrödinger Equation with a Random Fast Oscillation

Science.gov (United States)

Gao, Peng

2018-04-01

This work concerns the problem associated with averaging principle for a higher order nonlinear Schrödinger equation perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. This model can be translated into a multiscale stochastic partial differential equations. Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. To be more precise, under suitable conditions, we prove that there is a limit process in which the fast varying process is averaged out and the limit process which takes the form of the higher order nonlinear Schrödinger equation is an average with respect to the stationary measure of the fast varying process. Finally, by using the Khasminskii technique we can obtain the rate of strong convergence for the slow component towards the solution of the averaged equation, and as a consequence, the system can be reduced to a single higher order nonlinear Schrödinger equation with a modified coefficient.

Averaging Principle for the Higher Order Nonlinear Schrödinger Equation with a Random Fast Oscillation

Science.gov (United States)

Gao, Peng

2018-06-01

This work concerns the problem associated with averaging principle for a higher order nonlinear Schrödinger equation perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. This model can be translated into a multiscale stochastic partial differential equations. Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. To be more precise, under suitable conditions, we prove that there is a limit process in which the fast varying process is averaged out and the limit process which takes the form of the higher order nonlinear Schrödinger equation is an average with respect to the stationary measure of the fast varying process. Finally, by using the Khasminskii technique we can obtain the rate of strong convergence for the slow component towards the solution of the averaged equation, and as a consequence, the system can be reduced to a single higher order nonlinear Schrödinger equation with a modified coefficient.

Nonlinear optical systems

CERN Document Server

Lugiato, Luigi; Brambilla, Massimo

2015-01-01

Guiding graduate students and researchers through the complex world of laser physics and nonlinear optics, this book provides an in-depth exploration of the dynamics of lasers and other relevant optical systems, under the umbrella of a unitary spatio-temporal vision. Adopting a balanced approach, the book covers traditional as well as special topics in laser physics, quantum electronics and nonlinear optics, treating them from the viewpoint of nonlinear dynamical systems. These include laser emission, frequency generation, solitons, optically bistable systems, pulsations and chaos and optical pattern formation. It also provides a coherent and up-to-date treatment of the hierarchy of nonlinear optical models and of the rich variety of phenomena they describe, helping readers to understand the limits of validity of each model and the connections among the phenomena. It is ideal for graduate students and researchers in nonlinear optics, quantum electronics, laser physics and photonics.

Fatigue damage estimation in non-linear systems using a combination of Monte Carlo simulation and the First Order Reliability Method

DEFF Research Database (Denmark)

Jensen, Jørgen Juncher

2015-01-01

For non-linear systems the estimation of fatigue damage under stochastic loadings can be rather time-consuming. Usually Monte Carlo simulation (MCS) is applied, but the coefficient-of-variation (COV) can be large if only a small set of simulations can be done due to otherwise excessive CPU time...

Identification of Nonlinear Dynamic Systems Possessing Some Non-linearities

Directory of Open Access Journals (Sweden)

Y. N. Pavlov

2015-01-01

Full Text Available The subject of this work is the problem of identification of nonlinear dynamic systems based on the experimental data obtained by applying test signals to the system. The goal is to determinate coefficients of differential equations of systems by experimental frequency hodographs and separate similar, but different, in essence, forces: dissipative forces with the square of the first derivative in the motion equations and dissipative force from the action of dry friction. There was a proposal to use the harmonic linearization method to approximate each of the nonlinearity of "quadratic friction" and "dry friction" by linear friction with the appropriate harmonic linearization coefficient.Assume that a frequency transfer function of the identified system has a known form. Assume as well that there are disturbances while obtaining frequency characteristics of the realworld system. As a result, the points of experimentally obtained hodograph move randomly. Searching for solution of the identification problem was in the hodograph class, specified by the system model, which has the form of the frequency transfer function the same as the form of the frequency transfer function of the system identified. Minimizing a proximity criterion (measure of the experimentally obtained system hodograph and the system hodograph model for all the experimental points described and previously published by one of the authors allowed searching for the unknown coefficients of the frequenc ransfer function of the system model. The paper shows the possibility to identify a nonlinear dynamic system with multiple nonlinearities, obtained on the experimental samples of the frequency system hodograph. The proposed algorithm allows to select the nonlinearity of the type "quadratic friction" and "dry friction", i.e. also in the case where the nonlinearity is dependent on the same dynamic parameter, in particular, on the derivative of the system output value. For the dynamic

A concise course on stochastic partial differential equations

CERN Document Server

Prévôt, Claudia

2007-01-01

These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. All kinds of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. To keep the technicalities minimal we confine ourselves to the case where the noise term is given by a stochastic integral w.r.t. a cylindrical Wiener process.But all results can be easily generalized to SPDE with more general noises such as, for instance, stochastic integral w.r.t. a continuous local martingale. There are basically three approaches to analyze SPDE: the "martingale measure approach", the "mild solution approach" and the "variational approach". The purpose of these notes is to give a concise and as self-contained as possible an introduction to the "variational approach". A large part of necessary background material, such as definitions and results from the theory of Hilbert spaces, are included in appendices.

Non-linear and signal energy optimal asymptotic filter design

Directory of Open Access Journals (Sweden)

Josef Hrusak

2003-10-01

Full Text Available The paper studies some connections between the main results of the well known Wiener-Kalman-Bucy stochastic approach to filtering problems based mainly on the linear stochastic estimation theory and emphasizing the optimality aspects of the achieved results and the classical deterministic frequency domain linear filters such as Chebyshev, Butterworth, Bessel, etc. A new non-stochastic but not necessarily deterministic (possibly non-linear alternative approach called asymptotic filtering based mainly on the concepts of signal power, signal energy and a system equivalence relation plays an important role in the presentation. Filtering error invariance and convergence aspects are emphasized in the approach. It is shown that introducing the signal power as the quantitative measure of energy dissipation makes it possible to achieve reasonable results from the optimality point of view as well. The property of structural energy dissipativeness is one of the most important and fundamental features of resulting filters. Therefore, it is natural to call them asymptotic filters. The notion of the asymptotic filter is carried in the paper as a proper tool in order to unify stochastic and non-stochastic, linear and nonlinear approaches to signal filtering.

Stochastic transport processes in discrete biological systems

CERN Document Server

Frehland, Eckart

1982-01-01

These notes are in part based on a course for advanced students in the applications of stochastic processes held in 1978 at the University of Konstanz. These notes contain the results of re­ cent studies on the stochastic description of ion transport through biological membranes. In particular, they serve as an introduction to an unified theory of fluctuations in complex biological transport systems. We emphasize that the subject of this volume is not to introduce the mathematics of stochastic processes but to present a field of theoretical biophysics in which stochastic methods are important. In the last years the study of membrane noise has become an important method in biophysics. Valuable information on the ion transport mechanisms in membranes can be obtained from noise analysis. A number of different processes such as the opening and closing of ion channels have been shown to be sources of the measured current or voltage fluctuations. Bio­ logical 'transport systems can be complex. For example, the tr...

FRF decoupling of nonlinear systems

Science.gov (United States)

Kalaycıoğlu, Taner; Özgüven, H. Nevzat

2018-03-01

Structural decoupling problem, i.e. predicting dynamic behavior of a particular substructure from the knowledge of the dynamics of the coupled structure and the other substructure, has been well investigated for three decades and led to several decoupling methods. In spite of the inherent nonlinearities in a structural system in various forms such as clearances, friction and nonlinear stiffness, all decoupling studies are for linear systems. In this study, decoupling problem for nonlinear systems is addressed for the first time. A method, named as FRF Decoupling Method for Nonlinear Systems (FDM-NS), is proposed for calculating FRFs of a substructure decoupled from a coupled nonlinear structure where nonlinearity can be modeled as a single nonlinear element. Depending on where nonlinear element is, i.e., either in the known or unknown subsystem, or at the connection point, the formulation differs. The method requires relative displacement information between two end points of the nonlinear element, in addition to point and transfer FRFs at some points of the known subsystem. However, it is not necessary to excite the system from the unknown subsystem even when the nonlinear element is in that subsystem. The validation of FDM-NS is demonstrated with two different case studies using nonlinear lumped parameter systems. Finally, a nonlinear experimental test structure is used in order to show the real-life application and accuracy of FDM-NS.

Phase stability analysis of liquid-liquid equilibrium with stochastic methods

Directory of Open Access Journals (Sweden)

G. Nagatani

2008-09-01

Full Text Available Minimization of Gibbs free energy using activity coefficient models and nonlinear equation solution techniques is commonly applied to phase stability problems. However, when conventional techniques, such as the Newton-Raphson method, are employed, serious convergence problems may arise. Due to the existence of multiple solutions, several problems can be found in modeling liquid-liquid equilibrium of multicomponent systems, which are highly dependent on the initial guess. In this work phase stability analysis of liquid-liquid equilibrium is investigated using the NRTL model. For this purpose, two distinct stochastic numerical algorithms are employed to minimize the tangent plane distance of Gibbs free energy: a subdivision algorithm that can find all roots of nonlinear equations for liquid-liquid stability analysis and the Simulated Annealing method. Results obtained in this work for the two stochastic algorithms are compared with those of the Interval Newton method from the literature. Several different binary and multicomponent systems from the literature were successfully investigated.

Stability of numerical method for semi-linear stochastic pantograph differential equations

Directory of Open Access Journals (Sweden)

Yu Zhang

2016-01-01

Full Text Available Abstract As a particular expression of stochastic delay differential equations, stochastic pantograph differential equations have been widely used in nonlinear dynamics, quantum mechanics, and electrodynamics. In this paper, we mainly study the stability of analytical solutions and numerical solutions of semi-linear stochastic pantograph differential equations. Some suitable conditions for the mean-square stability of an analytical solution are obtained. Then we proved the general mean-square stability of the exponential Euler method for a numerical solution of semi-linear stochastic pantograph differential equations, that is, if an analytical solution is stable, then the exponential Euler method applied to the system is mean-square stable for arbitrary step-size h > 0 $h>0$ . Numerical examples further illustrate the obtained theoretical results.

Persistence and extinction for a class of stochastic SIS epidemic models with nonlinear incidence rate

Science.gov (United States)

Teng, Zhidong; Wang, Lei

2016-06-01

In this paper, a class of stochastic SIS epidemic models with nonlinear incidence rate is investigated. It is shown that the extinction and persistence of the disease in probability are determined by a threshold value R˜0. That is, if R˜0 1 then disease is weak permanent with probability one. To obtain the permanence in the mean of the disease, a new quantity R̂0 is introduced, and it is proved that if R̂0 > 1 the disease is permanent in the mean with probability one. Furthermore, the numerical simulations are presented to illustrate some open problems given in Remarks 1-3 and 5 of this paper.

Manipulating potential wells in Logical Stochastic Resonance to obtain XOR logic

International Nuclear Information System (INIS)

Storni, Remo; Ando, Hiroyasu; Aihara, Kazuyuki; Murali, K.; Sinha, Sudeshna

2012-01-01

Logical Stochastic Resonance (LSR) is the application of Stochastic Resonance to logic computation, namely the phenomenon where a nonlinear system driven by weak signals representing logic inputs, under optimal noise, can yield logic outputs. We extend the existing results, obtained in the context of bistable systems, to multi-stable dynamical systems, allowing us to obtain XOR logic, in addition to the AND (NAND) and OR (NOR) logic observed in earlier studies. This strategy widens the scope of LSR from the application point of view, as XOR forms the basis of ubiquitous bit-by-bit addition, and conceptually, showing the ability to yield non-monotonic input–output logic associations. -- Highlights: ► We generalize Logical Stochastic Resonance from bistable to multi-stable systems. ► We propose a tristable dynamical system formed of piecewise linear functions. ► The system can correctly reproduce XOR logic behavior using the LSR principle. ► The system yields different logic behavior without the need to change the dynamics.

Event-Triggered Fault Estimation for Stochastic Systems over Multi-Hop Relay Networks with Randomly Occurring Sensor Nonlinearities and Packet Dropouts.

Science.gov (United States)

Li, Yunji; Peng, Li

2018-02-28

Wireless sensors have many new applications where remote estimation is essential. Considering that a remote estimator is located far away from the process and the wireless transmission distance of sensor nodes is limited, sensor nodes always forward data packets to the remote estimator through a series of relays over a multi-hop link. In this paper, we consider a network with sensor nodes and relay nodes where the relay nodes can forward the estimated values to the remote estimator. An event-triggered remote estimator of state and fault with the corresponding data-forwarding scheme is investigated for stochastic systems subject to both randomly occurring nonlinearity and randomly occurring packet dropouts governed by Bernoulli-distributed sequences to achieve a trade-off between estimation accuracy and energy consumption. Recursive Riccati-like matrix equations are established to calculate the estimator gain to minimize an upper bound of the estimator error covariance. Subsequently, a sufficient condition and data-forwarding scheme are presented under which the error covariance is mean-square bounded in the multi-hop links with random packet dropouts. Furthermore, implementation issues of the theoretical results are discussed where a new data-forwarding communication protocol is designed. Finally, the effectiveness of the proposed algorithms and communication protocol are extensively evaluated using an experimental platform that was established for performance evaluation with a sensor and two relay nodes.

Symplectic Integrators to Stochastic Hamiltonian Dynamical Systems Derived from Composition Methods

Directory of Open Access Journals (Sweden)

Tetsuya Misawa

2010-01-01

Full Text Available “Symplectic” schemes for stochastic Hamiltonian dynamical systems are formulated through “composition methods (or operator splitting methods” proposed by Misawa (2001. In the proposed methods, a symplectic map, which is given by the solution of a stochastic Hamiltonian system, is approximated by composition of the stochastic flows derived from simpler Hamiltonian vector fields. The global error orders of the numerical schemes derived from the stochastic composition methods are provided. To examine the superiority of the new schemes, some illustrative numerical simulations on the basis of the proposed schemes are carried out for a stochastic harmonic oscillator system.

Sequential neural models with stochastic layers

DEFF Research Database (Denmark)

Fraccaro, Marco; Sønderby, Søren Kaae; Paquet, Ulrich

2016-01-01

How can we efficiently propagate uncertainty in a latent state representation with recurrent neural networks? This paper introduces stochastic recurrent neural networks which glue a deterministic recurrent neural network and a state space model together to form a stochastic and sequential neural...... generative model. The clear separation of deterministic and stochastic layers allows a structured variational inference network to track the factorization of the model's posterior distribution. By retaining both the nonlinear recursive structure of a recurrent neural network and averaging over...

Computational singular perturbation analysis of stochastic chemical systems with stiffness

Science.gov (United States)

Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; Najm, Habib N.

2017-04-01

Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to not only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. The algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.

Stability analysis for stochastic BAM nonlinear neural network with delays

Science.gov (United States)

Lv, Z. W.; Shu, H. S.; Wei, G. L.

2008-02-01

In this paper, stochastic bidirectional associative memory neural networks with constant or time-varying delays is considered. Based on a Lyapunov-Krasovskii functional and the stochastic stability analysis theory, we derive several sufficient conditions in order to guarantee the global asymptotically stable in the mean square. Our investigation shows that the stochastic bidirectional associative memory neural networks are globally asymptotically stable in the mean square if there are solutions to some linear matrix inequalities(LMIs). Hence, the global asymptotic stability of the stochastic bidirectional associative memory neural networks can be easily checked by the Matlab LMI toolbox. A numerical example is given to demonstrate the usefulness of the proposed global asymptotic stability criteria.

Stability analysis for stochastic BAM nonlinear neural network with delays

International Nuclear Information System (INIS)

Lv, Z W; Shu, H S; Wei, G L

2008-01-01

In this paper, stochastic bidirectional associative memory neural networks with constant or time-varying delays is considered. Based on a Lyapunov-Krasovskii functional and the stochastic stability analysis theory, we derive several sufficient conditions in order to guarantee the global asymptotically stable in the mean square. Our investigation shows that the stochastic bidirectional associative memory neural networks are globally asymptotically stable in the mean square if there are solutions to some linear matrix inequalities(LMIs). Hence, the global asymptotic stability of the stochastic bidirectional associative memory neural networks can be easily checked by the Matlab LMI toolbox. A numerical example is given to demonstrate the usefulness of the proposed global asymptotic stability criteria

Stochastic reactive power market with volatility of wind power considering voltage security

International Nuclear Information System (INIS)

Kargarian, A.; Raoofat, M.

2011-01-01

While wind power generation is growing rapidly around the globe; its stochastic nature affects the system operation in many different aspects. In this paper, the impact of wind power volatility on the reactive power market is taken into account. The paper presents a novel stochastic method for optimal reactive power market clearing considering voltage security and volatile nature of the wind. The proposed optimization algorithm uses a multiobjective nonlinear programming technique to minimize market payment and simultaneously maximize voltage security margin. Considering a set of probable wind speeds, in the first stage, the proposed algorithm seeks to minimize expected system payment which is summation of reactive power payment and transmission loss cost. The object of the second stage is maximization of expected voltage security margin to increase the system loadability and security. Finally, in the last stage, a multiobjective function is presented to schedule the stochastic reactive power market using results of two previous stages. The proposed algorithm is applied to IEEE 14-bus test system. As a benchmark, Monte Carlo Simulation method is utilized to simulate the actual market of given period of time to evaluate results of the proposed algorithm, and satisfactory results are achieved. -- Highlights: →The paper proposes a new algorithm for stochastic reactive power market clearing. →The stochastic nature of the wind which impacts the system operation and market clearing process, is taken into account. →The paper suggests an expected voltage stability margin and optimizes it in conjunction with expected total market payment. →To clear the market with two mentioned objective functions, a three-stage multiobjective nonlinear programming is implemented. →Also, a simple method is suggested to determine a suitable priority coefficient between two individual objective functions.

Stochastic cooling system in COSY

International Nuclear Information System (INIS)

Brittner, P.; Hacker, H.U.; Prasuhn, D.; Schug, G.; Singer, H.; Spiess, W.; Stassen, R.

1994-01-01

The stochastic cooler system in COSY is designed for proton kinetic energies between 0.8 and 2.5 GeV. Fabrication of the mechanical parts of the system is going on. Test results of the prototype measurements as well as data of the active RF-compontens are presented. (orig.)

Stochastic cooling system in COSY

Energy Technology Data Exchange (ETDEWEB)

Brittner, P [Forschungszentrum Juelich GmbH (Germany); Hacker, H U [Forschungszentrum Juelich GmbH (Germany); Prasuhn, D [Forschungszentrum Juelich GmbH (Germany); Schug, G [Forschungszentrum Juelich GmbH (Germany); Singer, H [Forschungszentrum Juelich GmbH (Germany); Spiess, W [Forschungszentrum Juelich GmbH (Germany); Stassen, R [Forschungszentrum Juelich GmbH (Germany)

1994-09-01

The stochastic cooler system in COSY is designed for proton kinetic energies between 0.8 and 2.5 GeV. Fabrication of the mechanical parts of the system is going on. Test results of the prototype measurements as well as data of the active RF-compontens are presented. (orig.)

Systemic risk in dynamical networks with stochastic failure criterion

Science.gov (United States)

Podobnik, B.; Horvatic, D.; Bertella, M. A.; Feng, L.; Huang, X.; Li, B.

2014-06-01

Complex non-linear interactions between banks and assets we model by two time-dependent Erdős-Renyi network models where each node, representing a bank, can invest either to a single asset (model I) or multiple assets (model II). We use a dynamical network approach to evaluate the collective financial failure —systemic risk— quantified by the fraction of active nodes. The systemic risk can be calculated over any future time period, divided into sub-periods, where within each sub-period banks may contiguously fail due to links to either i) assets or ii) other banks, controlled by two parameters, probability of internal failure p and threshold Th (“solvency” parameter). The systemic risk decreases with the average network degree faster when all assets are equally distributed across banks than if assets are randomly distributed. The more inactive banks each bank can sustain (smaller Th), the smaller the systemic risk —for some Th values in I we report a discontinuity in systemic risk. When contiguous spreading becomes stochastic ii) controlled by probability p2 —a condition for the bank to be solvent (active) is stochastic— the systemic risk decreases with decreasing p2. We analyse the asset allocation for the U.S. banks.

Stochastic Analysis and Related Topics

CERN Document Server

Ustunel, Ali

1988-01-01

The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.

Stochastic growth of localized plasma waves

International Nuclear Information System (INIS)

Robinson, P.A.; Cairns, Iver H.

2001-01-01

Localized bursty plasma waves are detected by spacecraft in many space plasmas. The large spatiotemporal scales involved imply that beam and other instabilities relax to marginal stability and that mean wave energies are low. Stochastic wave growth occurs when ambient fluctuations perturb the system, causing fluctuations about marginal stability. This yields regions where growth is enhanced and others where damping is increased; bursts are associated with enhanced growth and can occur even when the mean growth rate is negative. In stochastic growth, energy loss from the source is suppressed relative to secular growth, preserving it far longer than otherwise possible. Linear stochastic growth can operate at wave levels below thresholds of nonlinear wave-clumping mechanisms such as strong-turbulence modulational instability and is not subject to their coherence and wavelength limits. These mechanisms can be distinguished by statistics of the fields, whose strengths are lognormally distributed if stochastically growing and power-law distributed in strong turbulence. Recent applications of stochastic growth theory (SGT) are described, involving bursty plasma waves and unstable particle distributions in type III solar radio sources, the Earth's foreshock, magnetosheath, and polar cap regions. It is shown that when combined with wave-wave processes, SGT also accounts for associated radio emissions

Stochastic processes and filtering theory

CERN Document Server

Jazwinski, Andrew H

1970-01-01

This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well.Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probab

Quantitative sociodynamics stochastic methods and models of social interaction processes

CERN Document Server

Helbing, Dirk

1995-01-01

Quantitative Sociodynamics presents a general strategy for interdisciplinary model building and its application to a quantitative description of behavioural changes based on social interaction processes. Originally, the crucial methods for the modeling of complex systems (stochastic methods and nonlinear dynamics) were developed in physics but they have very often proved their explanatory power in chemistry, biology, economics and the social sciences. Quantitative Sociodynamics provides a unified and comprehensive overview of the different stochastic methods, their interrelations and properties. In addition, it introduces the most important concepts from nonlinear dynamics (synergetics, chaos theory). The applicability of these fascinating concepts to social phenomena is carefully discussed. By incorporating decision-theoretical approaches a very fundamental dynamic model is obtained which seems to open new perspectives in the social sciences. It includes many established models as special cases, e.g. the log...

Quantitative Sociodynamics Stochastic Methods and Models of Social Interaction Processes

CERN Document Server

Helbing, Dirk

2010-01-01

This new edition of Quantitative Sociodynamics presents a general strategy for interdisciplinary model building and its application to a quantitative description of behavioral changes based on social interaction processes. Originally, the crucial methods for the modeling of complex systems (stochastic methods and nonlinear dynamics) were developed in physics and mathematics, but they have very often proven their explanatory power in chemistry, biology, economics and the social sciences as well. Quantitative Sociodynamics provides a unified and comprehensive overview of the different stochastic methods, their interrelations and properties. In addition, it introduces important concepts from nonlinear dynamics (e.g. synergetics, chaos theory). The applicability of these fascinating concepts to social phenomena is carefully discussed. By incorporating decision-theoretical approaches, a fundamental dynamic model is obtained, which opens new perspectives in the social sciences. It includes many established models a...

Generalization of uncertainty relation for quantum and stochastic systems

Science.gov (United States)

Koide, T.; Kodama, T.

2018-06-01

The generalized uncertainty relation applicable to quantum and stochastic systems is derived within the stochastic variational method. This relation not only reproduces the well-known inequality in quantum mechanics but also is applicable to the Gross-Pitaevskii equation and the Navier-Stokes-Fourier equation, showing that the finite minimum uncertainty between the position and the momentum is not an inherent property of quantum mechanics but a common feature of stochastic systems. We further discuss the possible implication of the present study in discussing the application of the hydrodynamic picture to microscopic systems, like relativistic heavy-ion collisions.

Conductance with stochastic resonance in Mn{sub 12} redox network without tuning

Energy Technology Data Exchange (ETDEWEB)

Hirano, Yoshiaki [Department of Chemistry, Graduate School of Science, Osaka University, 1-1 Machikaneyama-cho, Toyonaka, Osaka 560-0043 (Japan); Graduate School of Engineering, University of Fukui, 3-9-1 Bunkyo, Fukui 910-8507 (Japan); Segawa, Yuji; Kawai, Tomoji [Institute of Scientific and Industrial Research (ISIR), Osaka University, 8-1 Mihogaoka, Ibaraki, Osaka 567-0047 (Japan); Kuroda-Sowa, Takayoshi [Department of Chemistry, Faculty of Science and Engineering, Kinki University, 3-4-1 Kowakae, Higashi-Osaka, Osaka 577-8502 (Japan); Matsumoto, Takuya, E-mail: matsumoto-t@chem.sci.osaka-u.ac.jp [Department of Chemistry, Graduate School of Science, Osaka University, 1-1 Machikaneyama-cho, Toyonaka, Osaka 560-0043 (Japan)

2014-06-09

Artificial neuron-based information processing is one of the attractive approaches of molecular-scale electronics, which can exploit the ability of molecular system for self-assembling or self-organization. The self-organized Mn{sub 12}/DNA redox network shows nonlinear current-voltage characteristics that can be described by the Coulomb blockade network model. As a demonstration of the nonlinear network system, we have observed stochastic resonance without tuning for weak periodic input signals and thermal noise, which suggests a route to neural network composed of molecular materials.

Fast cooling for a system of stochastic oscillators

Energy Technology Data Exchange (ETDEWEB)

Chen, Yongxin, E-mail: chen2468@umn.edu; Georgiou, Tryphon T., E-mail: tryphon@umn.edu [Department of Electrical and Computer Engineering, University of Minnesota, 200 Union Street S.E., Minneapolis, Minnesota 55455 (United States); Pavon, Michele, E-mail: pavon@math.unipd.it [Dipartimento di Matematica, Università di Padova, Via Trieste 63, 35121 Padova (Italy)

2015-11-15

We study feedback control of coupled nonlinear stochastic oscillators in a force field. We first consider the problem of asymptotically driving the system to a desired steady state corresponding to reduced thermal noise. Among the feedback controls achieving the desired asymptotic transfer, we find that the most efficient one from an energy point of view is characterized by time-reversibility. We also extend the theory of Schrödinger bridges to this model, thereby steering the system in finite time and with minimum effort to a target steady-state distribution. The system can then be maintained in this state through the optimal steady-state feedback control. The solution, in the finite-horizon case, involves a space-time harmonic function φ, and −logφ plays the role of an artificial, time-varying potential in which the desired evolution occurs. This framework appears extremely general and flexible and can be viewed as a considerable generalization of existing active control strategies such as macromolecular cooling. In the case of a quadratic potential, the results assume a form particularly attractive from the algorithmic viewpoint as the optimal control can be computed via deterministic matricial differential equations. An example involving inertial particles illustrates both transient and steady state optimal feedback control.

Stochastic quantization and gravity

International Nuclear Information System (INIS)

Rumpf, H.

1984-01-01

We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)

Nonlinear systems

CERN Document Server

Palmero, Faustino; Lemos, M; Sánchez-Rey, Bernardo; Casado-Pascual, Jesús

2018-01-01

This book presents an overview of the most recent advances in nonlinear science. It provides a unified view of nonlinear properties in many different systems and highlights many  new developments. While volume 1 concentrates on mathematical theory and computational techniques and challenges, which are essential for the study of nonlinear science, this second volume deals with nonlinear excitations in several fields. These excitations can be localized and transport energy and matter in the form of breathers, solitons, kinks or quodons with very different characteristics, which are discussed in the book. They can also transport electric charge, in which case they are known as polarobreathers or solectrons. Nonlinear excitations can influence function and structure in biology, as for example, protein folding. In crystals and other condensed matter, they can modify transport properties, reaction kinetics and interact with defects. There are also engineering applications in electric lattices, Josephson junction a...

Stochastic analysis of biochemical systems

CERN Document Server

Anderson, David F

2015-01-01

This book focuses on counting processes and continuous-time Markov chains motivated by examples and applications drawn from chemical networks in systems biology.  The book should serve well as a supplement for courses in probability and stochastic processes.  While the material is presented in a manner most suitable for students who have studied stochastic processes up to and including martingales in continuous time, much of the necessary background material is summarized in the Appendix. Students and Researchers with a solid understanding of calculus, differential equations, and elementary probability and who are well-motivated by the applications will find this book of interest.    David F. Anderson is Associate Professor in the Department of Mathematics at the University of Wisconsin and Thomas G. Kurtz is Emeritus Professor in the Departments of Mathematics and Statistics at that university. Their research is focused on probability and stochastic processes with applications in biology and other ar...

Stochastic inflation in phase space: is slow roll a stochastic attractor?

Energy Technology Data Exchange (ETDEWEB)

Grain, Julien [Institut d' Astrophysique Spatiale, UMR8617, CNRS, Univ. Paris Sud, Université Paris-Saclay, Bt. 121, Orsay, F-91405 (France); Vennin, Vincent, E-mail: julien.grain@ias.u-psud.fr, E-mail: vincent.vennin@port.ac.uk [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO13FX (United Kingdom)

2017-05-01

An appealing feature of inflationary cosmology is the presence of a phase-space attractor, ''slow roll'', which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from quantum fluctuations using the stochastic inflation formalism in the phase-space approach. A Hamiltonian formulation of stochastic inflation is presented, where it is shown that the coarse-graining procedure—where wavelengths smaller than the Hubble radius are integrated out—preserves the canonical structure of free fields. This means that different sets of canonical variables give rise to the same probability distribution which clarifies the literature with respect to this issue. The role played by the quantum-to-classical transition is also analysed and is shown to constrain the coarse-graining scale. In the case of free fields, we find that quantum diffusion is aligned in phase space with the slow-roll direction. This implies that the classical slow-roll attractor is immune to stochastic effects and thus generalises to a stochastic attractor regardless of initial conditions, with a relaxation time at least as short as in the classical system. For non-test fields or for test fields with non-linear self interactions however, quantum diffusion and the classical slow-roll flow are misaligned. We derive a condition on the coarse-graining scale so that observational corrections from this misalignment are negligible at leading order in slow roll.

A tightly-coupled domain-decomposition approach for highly nonlinear stochastic multiphysics systems

Energy Technology Data Exchange (ETDEWEB)

Taverniers, Søren; Tartakovsky, Daniel M., E-mail: dmt@ucsd.edu

2017-02-01

Multiphysics simulations often involve nonlinear components that are driven by internally generated or externally imposed random fluctuations. When used with a domain-decomposition (DD) algorithm, such components have to be coupled in a way that both accurately propagates the noise between the subdomains and lends itself to a stable and cost-effective temporal integration. We develop a conservative DD approach in which tight coupling is obtained by using a Jacobian-free Newton–Krylov (JfNK) method with a generalized minimum residual iterative linear solver. This strategy is tested on a coupled nonlinear diffusion system forced by a truncated Gaussian noise at the boundary. Enforcement of path-wise continuity of the state variable and its flux, as opposed to continuity in the mean, at interfaces between subdomains enables the DD algorithm to correctly propagate boundary fluctuations throughout the computational domain. Reliance on a single Newton iteration (explicit coupling), rather than on the fully converged JfNK (implicit) coupling, may increase the solution error by an order of magnitude. Increase in communication frequency between the DD components reduces the explicit coupling's error, but makes it less efficient than the implicit coupling at comparable error levels for all noise strengths considered. Finally, the DD algorithm with the implicit JfNK coupling resolves temporally-correlated fluctuations of the boundary noise when the correlation time of the latter exceeds some multiple of an appropriately defined characteristic diffusion time.

Maximum principle for a stochastic delayed system involving terminal state constraints.

Science.gov (United States)

Wen, Jiaqiang; Shi, Yufeng

2017-01-01

We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.

Robust synthetic biology design: stochastic game theory approach.

Science.gov (United States)

Chen, Bor-Sen; Chang, Chia-Hung; Lee, Hsiao-Ching

2009-07-15

Synthetic biology is to engineer artificial biological systems to investigate natural biological phenomena and for a variety of applications. However, the development of synthetic gene networks is still difficult and most newly created gene networks are non-functioning due to uncertain initial conditions and disturbances of extra-cellular environments on the host cell. At present, how to design a robust synthetic gene network to work properly under these uncertain factors is the most important topic of synthetic biology. A robust regulation design is proposed for a stochastic synthetic gene network to achieve the prescribed steady states under these uncertain factors from the minimax regulation perspective. This minimax regulation design problem can be transformed to an equivalent stochastic game problem. Since it is not easy to solve the robust regulation design problem of synthetic gene networks by non-linear stochastic game method directly, the Takagi-Sugeno (T-S) fuzzy model is proposed to approximate the non-linear synthetic gene network via the linear matrix inequality (LMI) technique through the Robust Control Toolbox in Matlab. Finally, an in silico example is given to illustrate the design procedure and to confirm the efficiency and efficacy of the proposed robust gene design method. http://www.ee.nthu.edu.tw/bschen/SyntheticBioDesign_supplement.pdf.

On Stochastic Finite-Time Control of Discrete-Time Fuzzy Systems with Packet Dropout

Directory of Open Access Journals (Sweden)

Yingqi Zhang

2012-01-01

Full Text Available This paper is concerned with the stochastic finite-time stability and stochastic finite-time boundedness problems for one family of fuzzy discrete-time systems over networks with packet dropout, parametric uncertainties, and time-varying norm-bounded disturbance. Firstly, we present the dynamic model description studied, in which the discrete-time fuzzy T-S systems with packet loss can be described by one class of fuzzy Markovian jump systems. Then, the concepts of stochastic finite-time stability and stochastic finite-time boundedness and problem formulation are given. Based on Lyapunov function approach, sufficient conditions on stochastic finite-time stability and stochastic finite-time boundedness are established for the resulting closed-loop fuzzy discrete-time system with Markovian jumps, and state-feedback controllers are designed to ensure stochastic finite-time stability and stochastic finite-time boundedness of the class of fuzzy systems. The stochastic finite-time stability and stochastic finite-time boundedness criteria can be tackled in the form of linear matrix inequalities with a fixed parameter. As an auxiliary result, we also give sufficient conditions on the stochastic stability of the class of fuzzy T-S systems with packet loss. Finally, two illustrative examples are presented to show the validity of the developed methodology.

Stochastic nonlinear time series forecasting using time-delay reservoir computers: performance and universality.

Science.gov (United States)

Grigoryeva, Lyudmila; Henriques, Julie; Larger, Laurent; Ortega, Juan-Pablo

2014-07-01

Reservoir computing is a recently introduced machine learning paradigm that has already shown excellent performances in the processing of empirical data. We study a particular kind of reservoir computers called time-delay reservoirs that are constructed out of the sampling of the solution of a time-delay differential equation and show their good performance in the forecasting of the conditional covariances associated to multivariate discrete-time nonlinear stochastic processes of VEC-GARCH type as well as in the prediction of factual daily market realized volatilities computed with intraday quotes, using as training input daily log-return series of moderate size. We tackle some problems associated to the lack of task-universality for individually operating reservoirs and propose a solution based on the use of parallel arrays of time-delay reservoirs. Copyright © 2014 Elsevier Ltd. All rights reserved.

Separable quadratic stochastic operators

International Nuclear Information System (INIS)

Rozikov, U.A.; Nazir, S.

2009-04-01

We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)

Kalman filter parameter estimation for a nonlinear diffusion model of epithelial cell migration using stochastic collocation and the Karhunen-Loeve expansion.

Science.gov (United States)

Barber, Jared; Tanase, Roxana; Yotov, Ivan

2016-06-01

Several Kalman filter algorithms are presented for data assimilation and parameter estimation for a nonlinear diffusion model of epithelial cell migration. These include the ensemble Kalman filter with Monte Carlo sampling and a stochastic collocation (SC) Kalman filter with structured sampling. Further, two types of noise are considered -uncorrelated noise resulting in one stochastic dimension for each element of the spatial grid and correlated noise parameterized by the Karhunen-Loeve (KL) expansion resulting in one stochastic dimension for each KL term. The efficiency and accuracy of the four methods are investigated for two cases with synthetic data with and without noise, as well as data from a laboratory experiment. While it is observed that all algorithms perform reasonably well in matching the target solution and estimating the diffusion coefficient and the growth rate, it is illustrated that the algorithms that employ SC and KL expansion are computationally more efficient, as they require fewer ensemble members for comparable accuracy. In the case of SC methods, this is due to improved approximation in stochastic space compared to Monte Carlo sampling. In the case of KL methods, the parameterization of the noise results in a stochastic space of smaller dimension. The most efficient method is the one combining SC and KL expansion. Copyright © 2016 Elsevier Inc. All rights reserved.

Subharmonic response of a single-degree-of-freedom nonlinear vibro-impact system to a narrow-band random excitation.

Science.gov (United States)

Haiwu, Rong; Wang, Xiangdong; Xu, Wei; Fang, Tong

2009-08-01

The subharmonic response of single-degree-of-freedom nonlinear vibro-impact oscillator with a one-sided barrier to narrow-band random excitation is investigated. The narrow-band random excitation used here is a filtered Gaussian white noise. The analysis is based on a special Zhuravlev transformation, which reduces the system to one without impacts, or velocity jumps, thereby permitting the applications of asymptotic averaging over the "fast" variables. The averaged stochastic equations are solved exactly by the method of moments for the mean-square response amplitude for the case of linear system with zero offset. A perturbation-based moment closure scheme is proposed and the formula of the mean-square amplitude is obtained approximately for the case of linear system with nonzero offset. The perturbation-based moment closure scheme is used once again to obtain the algebra equation of the mean-square amplitude of the response for the case of nonlinear system. The effects of damping, detuning, nonlinear intensity, bandwidth, and magnitudes of random excitations are analyzed. The theoretical analyses are verified by numerical results. Theoretical analyses and numerical simulations show that the peak amplitudes may be strongly reduced at large detunings or large nonlinear intensity.

Stochastic properties of the Friedman dynamical system

International Nuclear Information System (INIS)

Szydlowski, M.; Heller, M.; Golda, Z.

1985-01-01

Some mathematical aspects of the stochastic cosmology are discussed in the corresponding ordinary Friedman world models. In particulare, it is shown that if the strong and Lorentz energy conditions are known, or the potential function is given, or a stochastic measure is suitably defined then the structure of the phase plane of the Friedman dynamical system is determined. 11 refs., 2 figs. (author)

Stochastic Averaging and Stochastic Extremum Seeking

CERN Document Server

Liu, Shu-Jun

2012-01-01

Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering  and analysis of bacterial  convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...

Dynamics of bound vector solitons induced by stochastic perturbations: Soliton breakup and soliton switching

International Nuclear Information System (INIS)

Sun, Zhi-Yuan; Gao, Yi-Tian; Yu, Xin; Liu, Ying

2013-01-01

We respectively investigate breakup and switching of the Manakov-typed bound vector solitons (BVSs) induced by two types of stochastic perturbations: the homogenous and nonhomogenous. Symmetry-recovering is discovered for the asymmetrical homogenous case, while soliton switching is found to relate with the perturbation amplitude and soliton coherence. Simulations show that soliton switching in the circularly-polarized light system is much weaker than that in the Manakov and linearly-polarized systems. In addition, the homogenous perturbations can enhance the soliton switching in both of the Manakov and non-integrable (linearly- and circularly-polarized) systems. Our results might be helpful in interpreting dynamics of the BVSs with stochastic noises in nonlinear optics or with stochastic quantum fluctuations in Bose–Einstein condensates.

Stochastic forward and inverse groundwater flow and solute transport modeling

NARCIS (Netherlands)

Janssen, G.M.C.M.

2008-01-01

Keywords: calibration, inverse modeling, stochastic modeling, nonlinear biodegradation, stochastic-convective, advective-dispersive, travel time, network design, non-Gaussian distribution, multimodal distribution, representers

This thesis offers three new approaches that contribute

H∞ Balancing for Nonlinear Systems

NARCIS (Netherlands)

Scherpen, Jacquelien M.A.

1996-01-01

In previously obtained balancing methods for nonlinear systems a past and a future energy function are used to bring the nonlinear system in balanced form. By considering a different pair of past and future energy functions that are related to the H∞ control problem for nonlinear systems we define

Analysis of stochastic effects in Kaldor-type business cycle discrete model

Science.gov (United States)

Bashkirtseva, Irina; Ryashko, Lev; Sysolyatina, Anna

2016-07-01

We study nonlinear stochastic phenomena in the discrete Kaldor model of business cycles. A numerical parametric analysis of stochastically forced attractors (equilibria, closed invariant curves, discrete cycles) of this model is performed using the stochastic sensitivity functions technique. A spatial arrangement of random states in stochastic attractors is modeled by confidence domains. The phenomenon of noise-induced transitions ;chaos-order; is discussed.

Compositional Modelling of Stochastic Hybrid Systems

NARCIS (Netherlands)

Strubbe, S.N.

2005-01-01

In this thesis we present a modelling framework for compositional modelling of stochastic hybrid systems. Hybrid systems consist of a combination of continuous and discrete dynamics. The state space of a hybrid system is hybrid in the sense that it consists of a continuous component and a discrete

Noise in nonlinear nanoelectromechanical resonators

Science.gov (United States)

Guerra Vidal, Diego N.

Nano-Electro-Mechanical Systems (NEMS), due to their nanometer scale size, possess a number of desirable attributes: high sensitivity to applied forces, fast response times, high resonance frequencies and low power consumption. However, ultra small size and low power handling result in unwanted consequences: smaller signal size and higher dissipation, making the NEMS devices more susceptible to external and intrinsic noise. The simplest version of a NEMS, a suspended nanomechanical structure with two distinct excitation states, can be used as an archetypal two state system to study a plethora of fundamental phenomena such as Duffing nonlinearity, stochastic resonance, and macroscopic quantum tunneling at low temperatures. From a technical perspective, there are numerous applications such nanomechanical memory elements, microwave switches and nanomechanical computation. The control and manipulation of the mechanical response of these two state systems can be realized by exploiting a (seemingly) counterintuitive physical phenomenon, Stochastic Resonance: in a noisy nonlinear mechanical system, the presence of noise can enhance the system response to an external stimulus. This Thesis is mainly dedicated to study possible applications of Stochastic Resonance in two-state nanomechanical systems. First, on chip signal amplification by 1/falpha is observed. The effectiveness of the noise assisted amplification is observed to decrease with increasing a. Experimental evidence shows an increase in asymmetry between the two states with increasing noise color. Considering the prevalence of 1/f alpha noise in the materials in integrated circuits, the signal enhancement demonstrated here, suggests beneficial use of the otherwise detrimental noise. Finally, a nanomechanical device, operating as a reprogrammable logic gate, and performing fundamental logic functions such as AND/OR and NAND/NOR is presented. The logic function can be programmed (from AND to OR) dynamically, by

Stochastic resonance and stability for a stochastic metapopulation system subjected to non-Gaussian noise and multiplicative periodic signal

International Nuclear Information System (INIS)

Kang-Kang, Wang; Xian-Bin, Liu; Yu, Zhou

2015-01-01

In this paper, the stability and stochastic resonance (SR) phenomenon induced by the multiplicative periodic signal for a metapopulation system driven by the additive Gaussian noise, multiplicative non-Gaussian noise and noise correlation time is investigated. By using the fast descent method, unified colored noise approximation and McNamara and Wiesenfeld’s SR theory, the analytical expressions of the stationary probability distribution function and signal-to-noise ratio (SNR) are derived in the adiabatic limit. Via numerical calculations, each effect of the addictive noise intensity, the multiplicative noise intensity and the correlation time upon the steady state probability distribution function and the SNR is discussed, respectively. It is shown that multiplicative, additive noises and the departure parameter from the Gaussian noise can all destroy the stability of the population system. However, the noise correlation time can consolidate the stability of the system. On the other hand, the correlation time always plays an important role in motivating the SR and enhancing the SNR. Under different parameter conditions of the system, the multiplicative, additive noises and the departure parameter can not only excite SR phenomenon, but also restrain the SR phenomenon, which demonstrates the complexity of different noises upon the nonlinear system. (paper)

Stochastic rainfall-runoff forecasting: parameter estimation, multi-step prediction, and evaluation of overflow risk

DEFF Research Database (Denmark)

Löwe, Roland; Mikkelsen, Peter Steen; Madsen, Henrik

2014-01-01

Probabilistic runoff forecasts generated by stochastic greybox models can be notably useful for the improvement of the decision-making process in real-time control setups for urban drainage systems because the prediction risk relationships in these systems are often highly nonlinear. To date...... the identification of models for cases with noisy in-sewer observations. For the prediction of the overflow risk, no improvement was demonstrated through the application of stochastic forecasts instead of point predictions, although this result is thought to be caused by the notably simplified setup used...

Electron heat transport in stochastic magnetic layer

International Nuclear Information System (INIS)

Becoulet, M.; Ghendrih, Ph.; Capes, H.; Grosman, A.

1999-06-01

Progress in the theoretical understanding of the local behaviour of the temperature field in ergodic layer was done in the framework of quasi-linear approach but this quasi-linear theory was not complete since the resonant modes coupling (due to stochasticity) was neglected. The stochastic properties of the magnetic field in the ergodic zone are now taken into account by a non-linear coupling of the temperature modes. The three-dimension heat transfer modelling in the ergodic-divertor configuration is performed by quasi-linear (ERGOT1) and non-linear (ERGOT2) numerical codes. The formalism and theoretical basis of both codes are presented. The most important effect that can be simulated with non-linear code is the averaged temperature profile flattening that occurs in the ergodic zone and the barrier creation that appears near the separatrix during divertor operation. (A.C.)

Perturbation methods and closure approximations in nonlinear systems

International Nuclear Information System (INIS)

Dubin, D.H.E.

1984-01-01

In the first section of this thesis, Hamiltonian theories of guiding center and gyro-center motion are developed using modern symplectic methods and Lie transformations. Littlejohn's techniques, combined with the theory of resonant interaction and island overlap, are used to explore the problem of adiabatic invariance and onset of stochasticity. As an example, the breakdown of invariance due to resonance between drift motion and gyromotion in a tokamak is considered. A Hamiltonian is developed for motion in a straight magnetic field with electrostatic perturbations in the gyrokinetic ordering, from which nonlinear gyrokinetic equations are constructed which have the property of phase-space preservation, useful for computer simulation. Energy invariants are found and various limits of the equations are considered. In the second section, statistical closure theories are applied to simple dynamical systems. The logistic map is used as an example because of its universal properties and simple quadratic nonlinearity. The first closure considered is the direct interaction approximation of Kraichnan, which is found to fail when applied to the logistic map because it cannot approximate the bounded support of the map's equilibrium distribution. By imposing a periodically constraint on a Langevin form of the DIA a new stable closure is developed

Infinite stochastic acceleration of charged particles from non-relativistic initial energies

International Nuclear Information System (INIS)

Buts, V.A.; Manujlenko, O.V.; Turkin, Yu.A.

1997-01-01

Stochastic charged particle acceleration by electro-magnetic field due to overlapping of non-linear cyclotron resonances is considered. It was shown that non-relativistic charged particles are involved in infinitive stochastic acceleration regime. This effect can be used for stochastic acceleration or for plasma heating by regular electro-magnetic fields

Advanced data assimilation in strongly nonlinear dynamical systems

Science.gov (United States)

Miller, Robert N.; Ghil, Michael; Gauthiez, Francois

1994-01-01

Advanced data assimilation methods are applied to simple but highly nonlinear problems. The dynamical systems studied here are the stochastically forced double well and the Lorenz model. In both systems, linear approximation of the dynamics about the critical points near which regime transitions occur is not always sufficient to track their occurrence or nonoccurrence. Straightforward application of the extended Kalman filter yields mixed results. The ability of the extended Kalman filter to track transitions of the double-well system from one stable critical point to the other depends on the frequency and accuracy of the observations relative to the mean-square amplitude of the stochastic forcing. The ability of the filter to track the chaotic trajectories of the Lorenz model is limited to short times, as is the ability of strong-constraint variational methods. Examples are given to illustrate the difficulties involved, and qualitative explanations for these difficulties are provided. Three generalizations of the extended Kalman filter are described. The first is based on inspection of the innovation sequence, that is, the successive differences between observations and forecasts; it works very well for the double-well problem. The second, an extension to fourth-order moments, yields excellent results for the Lorenz model but will be unwieldy when applied to models with high-dimensional state spaces. A third, more practical method--based on an empirical statistical model derived from a Monte Carlo simulation--is formulated, and shown to work very well. Weak-constraint methods can be made to perform satisfactorily in the context of these simple models, but such methods do not seem to generalize easily to practical models of the atmosphere and ocean. In particular, it is shown that the equations derived in the weak variational formulation are difficult to solve conveniently for large systems.

Robust extended Kalman filter of discrete-time Markovian jump nonlinear system under uncertain noise

International Nuclear Information System (INIS)

Zhu, Jin; Park, Jun Hong; Lee, Kwan Soo; Spiryagin, Maksym

2008-01-01

This paper examines the problem of robust extended Kalman filter design for discrete -time Markovian jump nonlinear systems with noise uncertainty. Because of the existence of stochastic Markovian switching, the state and measurement equations of underlying system are subject to uncertain noise whose covariance matrices are time-varying or un-measurable instead of stationary. First, based on the expression of filtering performance deviation, admissible uncertainty of noise covariance matrix is given. Secondly, two forms of noise uncertainty are taken into account: Non- Structural and Structural. It is proved by applying game theory that this filter design is a robust mini-max filter. A numerical example shows the validity of the method

Nonlinear analysis on power reactor dynamics

International Nuclear Information System (INIS)

Konno, H.; Hayashi, K.

1997-01-01

We have shown that the origin of intermittent oscillation observed in a BWR can be ascribed to the couplings among the spatial modes starting from a non-linear center manifold equation with a delay-time and a spatial diffusion. We can reduce the problem to the stochastic coupled van der Pol oscillators with non-linear coupling term. This non-linear coupling term plays an important role to break the symmetry of the system and the non-linear damping of the system. The phenomenological generalization of van der Pol oscillator coupled by the linear diffusion term is not appropriate for describing the nuclear power reactors. However, one must start from the coupled partial differential equations by taking into account the two energy group neutrons, the thermo-hydraulic equations including two-phase flow. In this case, the diffusion constant must be a complex number as is demonstrated in a previous paper. The results will be reported in the near future. (J.P.N.)

Multi-scenario modelling of uncertainty in stochastic chemical systems

International Nuclear Information System (INIS)

Evans, R. David; Ricardez-Sandoval, Luis A.

2014-01-01

Uncertainty analysis has not been well studied at the molecular scale, despite extensive knowledge of uncertainty in macroscale systems. The ability to predict the effect of uncertainty allows for robust control of small scale systems such as nanoreactors, surface reactions, and gene toggle switches. However, it is difficult to model uncertainty in such chemical systems as they are stochastic in nature, and require a large computational cost. To address this issue, a new model of uncertainty propagation in stochastic chemical systems, based on the Chemical Master Equation, is proposed in the present study. The uncertain solution is approximated by a composite state comprised of the averaged effect of samples from the uncertain parameter distributions. This model is then used to study the effect of uncertainty on an isomerization system and a two gene regulation network called a repressilator. The results of this model show that uncertainty in stochastic systems is dependent on both the uncertain distribution, and the system under investigation. -- Highlights: •A method to model uncertainty on stochastic systems was developed. •The method is based on the Chemical Master Equation. •Uncertainty in an isomerization reaction and a gene regulation network was modelled. •Effects were significant and dependent on the uncertain input and reaction system. •The model was computationally more efficient than Kinetic Monte Carlo

Stochastic noncooperative and cooperative evolutionary game strategies of a population of biological networks under natural selection.

Science.gov (United States)

Chen, Bor-Sen; Yeh, Chin-Hsun

2017-12-01

We review current static and dynamic evolutionary game strategies of biological networks and discuss the lack of random genetic variations and stochastic environmental disturbances in these models. To include these factors, a population of evolving biological networks is modeled as a nonlinear stochastic biological system with Poisson-driven genetic variations and random environmental fluctuations (stimuli). To gain insight into the evolutionary game theory of stochastic biological networks under natural selection, the phenotypic robustness and network evolvability of noncooperative and cooperative evolutionary game strategies are discussed from a stochastic Nash game perspective. The noncooperative strategy can be transformed into an equivalent multi-objective optimization problem and is shown to display significantly improved network robustness to tolerate genetic variations and buffer environmental disturbances, maintaining phenotypic traits for longer than the cooperative strategy. However, the noncooperative case requires greater effort and more compromises between partly conflicting players. Global linearization is used to simplify the problem of solving nonlinear stochastic evolutionary games. Finally, a simple stochastic evolutionary model of a metabolic pathway is simulated to illustrate the procedure of solving for two evolutionary game strategies and to confirm and compare their respective characteristics in the evolutionary process. Copyright © 2017 Elsevier B.V. All rights reserved.

Nonlinear Control Structure of Grid Connected Modular Multilevel Converters

DEFF Research Database (Denmark)

Hajizadeh, Amin; Norum, Lars; Ahadpour Shal, Alireza

2017-01-01

in the prediction step in order to preserve the stochastic characteristics of a nonlinear system. In order to design adaptive robust control strategy and nonlinear observer, mathematical model of MMC using rotating d-q theory has been used. Digital time-domain simulation studies are carried out in the Matlab......This paper implements nonlinear control structure based on Adaptive Fuzzy Sliding Mode (AFSM) Current Control and Unscented Kalman Filter (UKF) to estimate the capacitor voltages from the measurement of arm currents of Modular Multilevel Converter (MMC). UKF use nonlinear unscented transforms....../Simulink environment to verify the performance of the overall proposed control structure during different case studies....

Classical Yang-Mills mechanics. Nonlinear colour oscillations

International Nuclear Information System (INIS)

Matinyan, S.G.; Savvidi, G.K.; Ter-Arutyunyan-Savvidi, N.G.

1981-01-01

A novel class of solutions of the classical Yang-Mills equations in the Minkowsky space which leads to nonlinear colour oscillations is studied. The system discribing these oscillations is apparently stochastic. Periodic trajectories corresponding to the solutions are found and studied and it is demonstrated that they constitute at least an enumerable set [ru

Some non-linear physics in crystallographic structures

International Nuclear Information System (INIS)

Aubry, S.

1977-10-01

A summary of studies on simple but strongly nonlinear crystallographic models that make use of some methods in stochasticity is presented. Two one-dimensional models are described; one has been studied to understand some aspects of the nonlinear dynamics in crystals when close to the transition temperature, the other is for commensurability and incommensurability problems. Periodic orbits and the dynamics of a one-dimensional coupled double-well chain are considered, along with lattice locking and stochasticity

Stochastic hybrid systems with renewal transitions

NARCIS (Netherlands)

Guerreiro Tome Antunes, D.J.; Hespanha, J.P.; Silvestre, C.J.

2010-01-01

We consider Stochastic Hybrid Systems (SHSs) for which the lengths of times that the system stays in each mode are independent random variables with given distributions. We propose an analysis framework based on a set of Volterra renewal-type equations, which allows us to compute any statistical

Contraction of information and its inverse problem in reactor system identification and stochastic diagnosis

International Nuclear Information System (INIS)

Kishida, K.

1996-01-01

Research concerning power reactor noise analysis makes rapid progress in the areas of the system identification, prediction and diagnosis. Keywords in these studies are artificial intelligence, neural network, fuzzy, and chaos. Nonlinear, nonstationary, or non-Gaussian processes as well as linear and steady processes are also studied in fluctuation analysis. However, we have not enough time to study a fundamental theory, since we are urged to obtain results or applications in power reactor fluctuations. Furthermore, we have no systematic approach to handle observed time series data in the linear process, since power reactor noise phenomena are complicated. Hence, it is important to study it from the fundamental viewpoint. It is a main aim of the present review paper to describe a unified formalism for reactor system identification and stochastic diagnosis

Structural stability of nonlinear population dynamics.

Science.gov (United States)

Cenci, Simone; Saavedra, Serguei

2018-01-01

In population dynamics, the concept of structural stability has been used to quantify the tolerance of a system to environmental perturbations. Yet, measuring the structural stability of nonlinear dynamical systems remains a challenging task. Focusing on the classic Lotka-Volterra dynamics, because of the linearity of the functional response, it has been possible to measure the conditions compatible with a structurally stable system. However, the functional response of biological communities is not always well approximated by deterministic linear functions. Thus, it is unclear the extent to which this linear approach can be generalized to other population dynamics models. Here, we show that the same approach used to investigate the classic Lotka-Volterra dynamics, which is called the structural approach, can be applied to a much larger class of nonlinear models. This class covers a large number of nonlinear functional responses that have been intensively investigated both theoretically and experimentally. We also investigate the applicability of the structural approach to stochastic dynamical systems and we provide a measure of structural stability for finite populations. Overall, we show that the structural approach can provide reliable and tractable information about the qualitative behavior of many nonlinear dynamical systems.

Structural stability of nonlinear population dynamics

Science.gov (United States)

Cenci, Simone; Saavedra, Serguei

2018-01-01

In population dynamics, the concept of structural stability has been used to quantify the tolerance of a system to environmental perturbations. Yet, measuring the structural stability of nonlinear dynamical systems remains a challenging task. Focusing on the classic Lotka-Volterra dynamics, because of the linearity of the functional response, it has been possible to measure the conditions compatible with a structurally stable system. However, the functional response of biological communities is not always well approximated by deterministic linear functions. Thus, it is unclear the extent to which this linear approach can be generalized to other population dynamics models. Here, we show that the same approach used to investigate the classic Lotka-Volterra dynamics, which is called the structural approach, can be applied to a much larger class of nonlinear models. This class covers a large number of nonlinear functional responses that have been intensively investigated both theoretically and experimentally. We also investigate the applicability of the structural approach to stochastic dynamical systems and we provide a measure of structural stability for finite populations. Overall, we show that the structural approach can provide reliable and tractable information about the qualitative behavior of many nonlinear dynamical systems.

Stochastic motion of particles in tandem mirror devices

International Nuclear Information System (INIS)

Ichikawa, Y.H.; Kamimura, T.

1982-01-01

Stochastic motion of particles in tandem mirror devices is examined on basis of a nonlinear mapping of particle positions on the equatorial plane. Local stability analysis provides detailed informations on particle trajectories. The rate of stochastic plasma diffusion is estimated from numerical observations of motions of particles over a large number of time steps. (author)

Stochasticity and the m = 1 mode in tokamaks

International Nuclear Information System (INIS)

Izzo, R.; Monticello, D.A.; Stodiek, W.; Park, W.

1986-05-01

It has recently been proposed that stochasticity resulting from toroidal coupling could lead to a saturation of the m = 1 internal mode in tokamaks. We present results from the nonlinear evolution of the m = 1 mode with toroidal coupling that show that stochasticity is not enough to cause saturation of the m = 1 mode

Space-time-modulated stochastic processes

Science.gov (United States)

Giona, Massimiliano

2017-10-01

Starting from the physical problem associated with the Lorentzian transformation of a Poisson-Kac process in inertial frames, the concept of space-time-modulated stochastic processes is introduced for processes possessing finite propagation velocity. This class of stochastic processes provides a two-way coupling between the stochastic perturbation acting on a physical observable and the evolution of the physical observable itself, which in turn influences the statistical properties of the stochastic perturbation during its evolution. The definition of space-time-modulated processes requires the introduction of two functions: a nonlinear amplitude modulation, controlling the intensity of the stochastic perturbation, and a time-horizon function, which modulates its statistical properties, providing irreducible feedback between the stochastic perturbation and the physical observable influenced by it. The latter property is the peculiar fingerprint of this class of models that makes them suitable for extension to generic curved-space times. Considering Poisson-Kac processes as prototypical examples of stochastic processes possessing finite propagation velocity, the balance equations for the probability density functions associated with their space-time modulations are derived. Several examples highlighting the peculiarities of space-time-modulated processes are thoroughly analyzed.

Stochastic-field cavitation model

International Nuclear Information System (INIS)

Dumond, J.; Magagnato, F.; Class, A.

2013-01-01

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations

Stochastic-field cavitation model

Science.gov (United States)

Dumond, J.; Magagnato, F.; Class, A.

2013-07-01

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

Symbolic Computing in Probabilistic and Stochastic Analysis

Directory of Open Access Journals (Sweden)

Kamiński Marcin

2015-12-01

Full Text Available The main aim is to present recent developments in applications of symbolic computing in probabilistic and stochastic analysis, and this is done using the example of the well-known MAPLE system. The key theoretical methods discussed are (i analytical derivations, (ii the classical Monte-Carlo simulation approach, (iii the stochastic perturbation technique, as well as (iv some semi-analytical approaches. It is demonstrated in particular how to engage the basic symbolic tools implemented in any system to derive the basic equations for the stochastic perturbation technique and how to make an efficient implementation of the semi-analytical methods using an automatic differentiation and integration provided by the computer algebra program itself. The second important illustration is probabilistic extension of the finite element and finite difference methods coded in MAPLE, showing how to solve boundary value problems with random parameters in the environment of symbolic computing. The response function method belongs to the third group, where interference of classical deterministic software with the non-linear fitting numerical techniques available in various symbolic environments is displayed. We recover in this context the probabilistic structural response in engineering systems and show how to solve partial differential equations including Gaussian randomness in their coefficients.

Calibration of a stochastic health evolution model using NHIS data

Science.gov (United States)

Gupta, Aparna; Li, Zhisheng

2011-10-01

This paper presents and calibrates an individual's stochastic health evolution model. In this health evolution model, the uncertainty of health incidents is described by a stochastic process with a finite number of possible outcomes. We construct a comprehensive health status index (HSI) to describe an individual's health status, as well as a health risk factor system (RFS) to classify individuals into different risk groups. Based on the maximum likelihood estimation (MLE) method and the method of nonlinear least squares fitting, model calibration is formulated in terms of two mixed-integer nonlinear optimization problems. Using the National Health Interview Survey (NHIS) data, the model is calibrated for specific risk groups. Longitudinal data from the Health and Retirement Study (HRS) is used to validate the calibrated model, which displays good validation properties. The end goal of this paper is to provide a model and methodology, whose output can serve as a crucial component of decision support for strategic planning of health related financing and risk management.

Stochastic dynamical models for ecological regime shifts

DEFF Research Database (Denmark)

Møller, Jan Kloppenborg; Carstensen, Jacob; Madsen, Henrik

the physical and biological knowledge of the system, and nonlinearities introduced here can generate regime shifts or enhance the probability of regime shifts in the case of stochastic models, typically characterized by a threshold value for the known driver. A simple model for light competition between...... definition and stability of regimes become less subtle. Ecological regime shifts and their modeling must be viewed in a probabilistic manner, particularly if such model results are to be used in ecosystem management....

PERIODIC REVIEW SYSTEM FOR INVENTORY REPLENISHMENT CONTROL FOR A TWO-ECHELON LOGISTICS NETWORK UNDER DEMAND UNCERTAINTY: A TWO-STAGE STOCHASTIC PROGRAMING APPROACH

OpenAIRE

Cunha, P.S.A.; Oliveira, F.; Raupp, Fernanda M.P.

2017-01-01

ABSTRACT Here, we propose a novel methodology for replenishment and control systems for inventories of two-echelon logistics networks using a two-stage stochastic programming, considering periodic review and uncertain demands. In addition, to achieve better customer services, we introduce a variable rationing rule to address quantities of the item in short. The devised models are reformulated into their deterministic equivalent, resulting in nonlinear mixed-integer programming models, which a...

A decoupled approach to filter design for stochastic systems

Science.gov (United States)

Barbata, A.; Zasadzinski, M.; Ali, H. Souley; Messaoud, H.

2016-08-01

This paper presents a new theorem to guarantee the almost sure exponential stability for a class of stochastic triangular systems by studying only the stability of each diagonal subsystems. This result allows to solve the filtering problem of the stochastic systems with multiplicative noises by using the almost sure exponential stability concept. Two kinds of observers are treated: the full-order and reduced-order cases.

Stochastic resonance in bistable systems driven by harmonic noise

International Nuclear Information System (INIS)

Neiman, A.; Schimansky-Geier, L.

1994-01-01

We study stochastic resonance in a bistable system which is excited simultaneously by white and harmonic noise which we understand as the signal. In our case the spectral line of the signal has a finite width as it occurs in many real situations. Using techniques of cumulant analysis as well as computer simulations we find that the effect of stochastic resonance is preserved in the case of harmonic noise excitation. Moreover we show that the width of the spectral line of the signal at the output can be decreased via stochastic resonance. The last could be of importance in the practical using of the stochastic resonance

Stochastic Analysis 2010

CERN Document Server

Crisan, Dan

2011-01-01

"Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa

Environmental Noise Could Promote Stochastic Local Stability of Behavioral Diversity Evolution

Science.gov (United States)

Zheng, Xiu-Deng; Li, Cong; Lessard, Sabin; Tao, Yi

2018-05-01

In this Letter, we investigate stochastic stability in a two-phenotype evolutionary game model for an infinite, well-mixed population undergoing discrete, nonoverlapping generations. We assume that the fitness of a phenotype is an exponential function of its expected payoff following random pairwise interactions whose outcomes randomly fluctuate with time. We show that the stochastic local stability of a constant interior equilibrium can be promoted by the random environmental noise even if the system may display a complicated nonlinear dynamics. This result provides a new perspective for a better understanding of how environmental fluctuations may contribute to the evolution of behavioral diversity.

Numerical simulation of nonlinear dynamical systems driven by commutative noise

International Nuclear Information System (INIS)

Carbonell, F.; Biscay, R.J.; Jimenez, J.C.; Cruz, H. de la

2007-01-01

The local linearization (LL) approach has become an effective technique for the numerical integration of ordinary, random and stochastic differential equations. One of the reasons for this success is that the LL method achieves a convenient trade-off between numerical stability and computational cost. Besides, the LL method reproduces well the dynamics of nonlinear equations for which other classical methods fail. However, in the stochastic case, most of the reported works has been focused in Stochastic Differential Equations (SDE) driven by additive noise. This limits the applicability of the LL method since there is a number of interesting dynamics observed in equations with multiplicative noise. On the other hand, recent results show that commutative noise SDEs can be transformed into a random differential equation (RDE) by means of a random diffeomorfism (conjugacy). This paper takes advantages of such conjugacy property and the LL approach for defining a LL scheme for SDEs driven by commutative noise. The performance of the proposed method is illustrated by means of numerical simulations

Momentum Maps and Stochastic Clebsch Action Principles

Science.gov (United States)

Cruzeiro, Ana Bela; Holm, Darryl D.; Ratiu, Tudor S.

2018-01-01

We derive stochastic differential equations whose solutions follow the flow of a stochastic nonlinear Lie algebra operation on a configuration manifold. For this purpose, we develop a stochastic Clebsch action principle, in which the noise couples to the phase space variables through a momentum map. This special coupling simplifies the structure of the resulting stochastic Hamilton equations for the momentum map. In particular, these stochastic Hamilton equations collectivize for Hamiltonians that depend only on the momentum map variable. The Stratonovich equations are derived from the Clebsch variational principle and then converted into Itô form. In comparing the Stratonovich and Itô forms of the stochastic dynamical equations governing the components of the momentum map, we find that the Itô contraction term turns out to be a double Poisson bracket. Finally, we present the stochastic Hamiltonian formulation of the collectivized momentum map dynamics and derive the corresponding Kolmogorov forward and backward equations.

Stochastic integration in Banach spaces theory and applications

CERN Document Server

Mandrekar, Vidyadhar

2015-01-01

Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equations the present book introduces a new method for modeling the states of complex systems perturbed by random sources over time, such as interest rates in financial markets or temperature distributions in a specific region. It studies properties of the solutions of the stochastic equations, observing the long-term behavior and the sensitivity of the solutions to changes in the initial data. The authors consider an integration theory of measurable and adapted processes in appropriate Banach spaces as well as the non-Gaussian case, whereas most of the literature only focuses on predictable settings in Hilbert spaces. The book is intended for graduate students and researchers in stochastic (partial) differential equations, mathematical finance and non-linear filtering and assumes a knowledge of the required integrati...

Stochastic Signal Processing for Sound Environment System with Decibel Evaluation and Energy Observation

Directory of Open Access Journals (Sweden)

Akira Ikuta

2014-01-01

Full Text Available In real sound environment system, a specific signal shows various types of probability distribution, and the observation data are usually contaminated by external noise (e.g., background noise of non-Gaussian distribution type. Furthermore, there potentially exist various nonlinear correlations in addition to the linear correlation between input and output time series. Consequently, often the system input and output relationship in the real phenomenon cannot be represented by a simple model using only the linear correlation and lower order statistics. In this study, complex sound environment systems difficult to analyze by using usual structural method are considered. By introducing an estimation method of the system parameters reflecting correlation information for conditional probability distribution under existence of the external noise, a prediction method of output response probability for sound environment systems is theoretically proposed in a suitable form for the additive property of energy variable and the evaluation in decibel scale. The effectiveness of the proposed stochastic signal processing method is experimentally confirmed by applying it to the observed data in sound environment systems.

Global existence and regularity for the 3D stochastic primitive equations of the ocean and atmosphere with multiplicative white noise

Science.gov (United States)

Debussche, A.; Glatt-Holtz, N.; Temam, R.; Ziane, M.

2012-07-01

The primitive equations (PEs) are a basic model in the study of large scale oceanic and atmospheric dynamics. These systems form the analytical core of the most advanced general circulation models. For this reason and due to their challenging nonlinear and anisotropic structure, the PEs have recently received considerable attention from the mathematical community. On the other hand, in view of the complex multi-scale nature of the earth's climate system, many uncertainties appear that should be accounted for in the basic dynamical models of atmospheric and oceanic processes. In the climate community stochastic methods have come into extensive use in this connection. For this reason there has appeared a need to further develop the foundations of nonlinear stochastic partial differential equations in connection with the PEs and more generally. In this work we study a stochastic version of the PEs. We establish the global existence and uniqueness of strong, pathwise solutions for these equations in dimension 3 for the case of a nonlinear multiplicative noise. The proof makes use of anisotropic estimates, L^{p}_{t}L^{q}_{x} estimates on the pressure and stopping time arguments.

Global existence and regularity for the 3D stochastic primitive equations of the ocean and atmosphere with multiplicative white noise

International Nuclear Information System (INIS)

Debussche, A; Glatt-Holtz, N; Temam, R; Ziane, M

2012-01-01

The primitive equations (PEs) are a basic model in the study of large scale oceanic and atmospheric dynamics. These systems form the analytical core of the most advanced general circulation models. For this reason and due to their challenging nonlinear and anisotropic structure, the PEs have recently received considerable attention from the mathematical community. On the other hand, in view of the complex multi-scale nature of the earth's climate system, many uncertainties appear that should be accounted for in the basic dynamical models of atmospheric and oceanic processes. In the climate community stochastic methods have come into extensive use in this connection. For this reason there has appeared a need to further develop the foundations of nonlinear stochastic partial differential equations in connection with the PEs and more generally. In this work we study a stochastic version of the PEs. We establish the global existence and uniqueness of strong, pathwise solutions for these equations in dimension 3 for the case of a nonlinear multiplicative noise. The proof makes use of anisotropic estimates, L p t L q x estimates on the pressure and stopping time arguments

4th International Conference on Structural Nonlinear Dynamics and Diagnosis

CERN Document Server

2018-01-01

This book presents contributions on the most active lines of recent advanced research in the field of nonlinear mechanics and physics selected from the 4th International Conference on Structural Nonlinear Dynamics and Diagnosis. It includes fifteen chapters by outstanding scientists, covering various aspects of applications, including road tanker dynamics and stability, simulation of abrasive wear, energy harvesting, modeling and analysis of flexoelectric nanoactuator, periodic Fermi–Pasta–Ulam problems, nonlinear stability in Hamiltonian systems, nonlinear dynamics of rotating composites, nonlinear vibrations of a shallow arch, extreme pulse dynamics in mode-locked lasers, localized structures in a photonic crystal fiber resonator, nonlinear stochastic dynamics, linearization of nonlinear resonances, treatment of a linear delay differential equation, and fractional nonlinear damping. It appeals to a wide range of experts in the field of structural nonlinear dynamics and offers researchers and engineers a...

Stochastic development regression using method of moments

DEFF Research Database (Denmark)

Kühnel, Line; Sommer, Stefan Horst

2017-01-01

This paper considers the estimation problem arising when inferring parameters in the stochastic development regression model for manifold valued non-linear data. Stochastic development regression captures the relation between manifold-valued response and Euclidean covariate variables using...... the stochastic development construction. It is thereby able to incorporate several covariate variables and random effects. The model is intrinsically defined using the connection of the manifold, and the use of stochastic development avoids linearizing the geometry. We propose to infer parameters using...... the Method of Moments procedure that matches known constraints on moments of the observations conditional on the latent variables. The performance of the model is investigated in a simulation example using data on finite dimensional landmark manifolds....

Stochastic Sizing of Energy Storage Systems for Wind Integration

Directory of Open Access Journals (Sweden)

D. D. Le

2018-06-01

Full Text Available In this paper, we present an optimal capacity decision model for energy storage systems (ESSs in combined operation with wind energy in power systems. We use a two-stage stochastic programming approach to take into account both wind and load uncertainties. The planning problem is formulated as an AC optimal power flow (OPF model with the objective of minimizing ESS installation cost and system operation cost. Stochastic wind and load inputs for the model are generated from historical data using clustering technique. The model is tested on the IEEE 39-bus system.

Balancing for Unstable Nonlinear Systems

NARCIS (Netherlands)

Scherpen, J.M.A.

1993-01-01

A previously obtained method of balancing for stable nonlinear systems is extended to unstable nonlinear systems. The similarity invariants obtained by the concept of LQG balancing for an unstable linear system can also be obtained by considering a past and future energy function of the system. By

A stochastic multiscale framework for modeling flow through random heterogeneous porous media

International Nuclear Information System (INIS)

Ganapathysubramanian, B.; Zabaras, N.

2009-01-01

Flow through porous media is ubiquitous, occurring from large geological scales down to the microscopic scales. Several critical engineering phenomena like contaminant spread, nuclear waste disposal and oil recovery rely on accurate analysis and prediction of these multiscale phenomena. Such analysis is complicated by inherent uncertainties as well as the limited information available to characterize the system. Any realistic modeling of these transport phenomena has to resolve two key issues: (i) the multi-length scale variations in permeability that these systems exhibit, and (ii) the inherently limited information available to quantify these property variations that necessitates posing these phenomena as stochastic processes. A stochastic variational multiscale formulation is developed to incorporate uncertain multiscale features. A stochastic analogue to a mixed multiscale finite element framework is used to formulate the physical stochastic multiscale process. Recent developments in linear and non-linear model reduction techniques are used to convert the limited information available about the permeability variation into a viable stochastic input model. An adaptive sparse grid collocation strategy is used to efficiently solve the resulting stochastic partial differential equations (SPDEs). The framework is applied to analyze flow through random heterogeneous media when only limited statistics about the permeability variation are given

Control of stochastic resonance in bistable systems by using periodic signals

International Nuclear Information System (INIS)

Min, Lin; Li-Min, Fang; Yong-Jun, Zheng

2009-01-01

According to the characteristic structure of double wells in bistable systems, this paper analyses stochastic fluctuations in the single potential well and probability transitions between the two potential wells and proposes a method of controlling stochastic resonance by using a periodic signal. Results of theoretical analysis and numerical simulation show that the phenomenon of stochastic resonance happens when the time scales of the periodic signal and the noise-induced probability transitions between the two potential wells achieve stochastic synchronization. By adding a bistable system with a controllable periodic signal, fluctuations in the single potential well can be effectively controlled, thus affecting the probability transitions between the two potential wells. In this way, an effective control can be achieved which allows one to either enhance or realize stochastic resonance

Improved ensemble-mean forecast skills of ENSO events by a zero-mean stochastic model-error model of an intermediate coupled model

Science.gov (United States)

Zheng, F.; Zhu, J.

2015-12-01

To perform an ensemble-based ENSO probabilistic forecast, the crucial issue is to design a reliable ensemble prediction strategy that should include the major uncertainties of a forecast system. In this study, we developed a new general ensemble perturbation technique to improve the ensemble-mean predictive skill of forecasting ENSO using an intermediate coupled model (ICM). The model uncertainties are first estimated and analyzed from EnKF analysis results through assimilating observed SST. Then, based on the pre-analyzed properties of the model errors, a zero-mean stochastic model-error model is developed to mainly represent the model uncertainties induced by some important physical processes missed in the coupled model (i.e., stochastic atmospheric forcing/MJO, extra-tropical cooling and warming, Indian Ocean Dipole mode, etc.). Each member of an ensemble forecast is perturbed by the stochastic model-error model at each step during the 12-month forecast process, and the stochastical perturbations are added into the modeled physical fields to mimic the presence of these high-frequency stochastic noises and model biases and their effect on the predictability of the coupled system. The impacts of stochastic model-error perturbations on ENSO deterministic predictions are examined by performing two sets of 21-yr retrospective forecast experiments. The two forecast schemes are differentiated by whether they considered the model stochastic perturbations, with both initialized by the ensemble-mean analysis states from EnKF. The comparison results suggest that the stochastic model-error perturbations have significant and positive impacts on improving the ensemble-mean prediction skills during the entire 12-month forecast process. Because the nonlinear feature of the coupled model can induce the nonlinear growth of the added stochastic model errors with model integration, especially through the nonlinear heating mechanism with the vertical advection term of the model, the

? filtering for stochastic systems driven by Poisson processes

Science.gov (United States)

Song, Bo; Wu, Zheng-Guang; Park, Ju H.; Shi, Guodong; Zhang, Ya

2015-01-01

This paper investigates the ? filtering problem for stochastic systems driven by Poisson processes. By utilising the martingale theory such as the predictable projection operator and the dual predictable projection operator, this paper transforms the expectation of stochastic integral with respect to the Poisson process into the expectation of Lebesgue integral. Then, based on this, this paper designs an ? filter such that the filtering error system is mean-square asymptotically stable and satisfies a prescribed ? performance level. Finally, a simulation example is given to illustrate the effectiveness of the proposed filtering scheme.

The investigation of the stochastization mechanisms of the beam generators using the method of functional map

International Nuclear Information System (INIS)

Bliokh, Yu.P.; Fajnberg, Ya.B.; Lyubarskij, M.G.; Podobinskij, V.O.

1994-01-01

Certain distributed dynamical systems describing the well-known beam generators of UHF oscillations are organized very simple: the nonlinear functional, which determines the current state of the system with respect to its behaviour in the past, is represented as a composition of the linear functional and the nonlinear finite-dimensional map. This property made it possible to find the mechanisms of auto modulation and stochastization of the signals from beam generators and to define corresponding range of parameters values. 12 refs., 6 figs

Population stochastic modelling (PSM)--an R package for mixed-effects models based on stochastic differential equations.

Science.gov (United States)

Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode; Overgaard, Rune Viig; Madsen, Henrik

2009-06-01

The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model development, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 109-141; C.W. Tornøe, R.V. Overgaard, H. Agersø, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8)) (2005) 1247-1258; R.V. Overgaard, N. Jonsson, C.W. Tornøe, H. Madsen, Non-linear mixed-effects models with stochastic differential equations: implementation of an estimation algorithm, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 85-107; U. Picchini, S. Ditlevsen, A. De Gaetano, Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics, Math. Med. Biol. 25 (June(2)) (2008) 141-155]. PK/PD models are traditionally based ordinary differential equations (ODEs) with an observation link that incorporates noise. This state-space formulation only allows for observation noise and not for system noise. Extending to SDEs allows for a Wiener noise component in the system equations. This additional noise component enables handling of autocorrelated residuals originating from natural variation or systematic model error. Autocorrelated residuals are often partly ignored in PK/PD modelling although violating the hypothesis for many standard statistical tests. This article presents a package for the statistical program R that is able to handle SDEs in a mixed-effects setting. The estimation method implemented is the FOCE(1) approximation to the population likelihood which is generated from the individual likelihoods that are approximated using the Extended Kalman Filter's one-step predictions.

Introduction to modeling and analysis of stochastic systems

CERN Document Server

Kulkarni, V G

2011-01-01

This is an introductory-level text on stochastic modeling. It is suited for undergraduate students in engineering, operations research, statistics, mathematics, actuarial science, business management, computer science, and public policy. It employs a large number of examples to teach the students to use stochastic models of real-life systems to predict their performance, and use this analysis to design better systems. The book is devoted to the study of important classes of stochastic processes: discrete and continuous time Markov processes, Poisson processes, renewal and regenerative processes, semi-Markov processes, queueing models, and diffusion processes. The book systematically studies the short-term and the long-term behavior, cost/reward models, and first passage times. All the material is illustrated with many examples, and case studies. The book provides a concise review of probability in the appendix. The book emphasizes numerical answers to the problems. A collection of MATLAB programs to accompany...

Stochastic resonance in a bistable system subject to multi-time-delayed feedback and aperiodic signal

International Nuclear Information System (INIS)

Li Jianlong; Zeng Lingzao

2010-01-01

We discuss in detail the effects of the multi-time-delayed feedback driven by an aperiodic signal on the output of a stochastic resonance (SR) system. The effective potential function and dynamical probability density function (PDF) are derived. To measure the performance of the SR system in the presence of a binary random signal, the bit error rate (BER) defined by the dynamical PDF is employed, as is commonly used in digital communications. We find that the delay time, strength of the feedback, and number of time-delayed terms can change the effective potential function and the effective amplitude of the signal, and then affect the BER of the SR system. The numerical simulations strongly support the theoretical results. The goal of this investigation is to explore the effects of the multi-time-delayed feedback on SR and give a guidance to nonlinear systems in the application of information processing.

Nonequilibrium statistical physics of small systems: fluctuation relations and beyond (annual reviews of nonlinear dynamics and complexity (vch))

CERN Document Server

2013-01-01

This book offers a comprehensive picture of nonequilibrium phenomena in nanoscale systems. Written by internationally recognized experts in the field, this book strikes a balance between theory and experiment, and includes in-depth introductions to nonequilibrium fluctuation relations, nonlinear dynamics and transport, single molecule experiments, and molecular diffusion in nanopores. The authors explore the application of these concepts to nano- and biosystems by cross-linking key methods and ideas from nonequilibrium statistical physics, thermodynamics, stochastic theory, and dynamical s

Data-driven remaining useful life prognosis techniques stochastic models, methods and applications

CERN Document Server

Si, Xiao-Sheng; Hu, Chang-Hua

2017-01-01

This book introduces data-driven remaining useful life prognosis techniques, and shows how to utilize the condition monitoring data to predict the remaining useful life of stochastic degrading systems and to schedule maintenance and logistics plans. It is also the first book that describes the basic data-driven remaining useful life prognosis theory systematically and in detail. The emphasis of the book is on the stochastic models, methods and applications employed in remaining useful life prognosis. It includes a wealth of degradation monitoring experiment data, practical prognosis methods for remaining useful life in various cases, and a series of applications incorporated into prognostic information in decision-making, such as maintenance-related decisions and ordering spare parts. It also highlights the latest advances in data-driven remaining useful life prognosis techniques, especially in the contexts of adaptive prognosis for linear stochastic degrading systems, nonlinear degradation modeling based pro...

Practical application of equivalent linearization approaches to nonlinear piping systems

International Nuclear Information System (INIS)

Park, Y.J.; Hofmayer, C.H.

1995-01-01

The use of mechanical energy absorbers as an alternative to conventional hydraulic and mechanical snubbers for piping supports has attracted a wide interest among researchers and practitioners in the nuclear industry. The basic design concept of energy absorbers (EA) is to dissipate the vibration energy of piping systems through nonlinear hysteretic actions of EA exclamation point s under design seismic loads. Therefore, some type of nonlinear analysis needs to be performed in the seismic design of piping systems with EA supports. The equivalent linearization approach (ELA) can be a practical analysis tool for this purpose, particularly when the response approach (RSA) is also incorporated in the analysis formulations. In this paper, the following ELA/RSA methods are presented and compared to each other regarding their practice and numerical accuracy: Response approach using the square root of sum of squares (SRSS) approximation (denoted RS in this paper). Classical ELA based on modal combinations and linear random vibration theory (denoted CELA in this paper). Stochastic ELA based on direct solution of response covariance matrix (denoted SELA in this paper). New algorithms to convert response spectra to the equivalent power spectral density (PSD) functions are presented for both the above CELA and SELA methods. The numerical accuracy of the three EL are studied through a parametric error analysis. Finally, the practicality of the presented analysis is demonstrated in two application examples for piping systems with EA supports

Multiparameter Stochastic Dynamics of Ecological Tourism System with Continuous Visitor Education Interventions

Directory of Open Access Journals (Sweden)

Dongping Wei

2015-01-01

Full Text Available Management of ecological tourism in protected areas faces many challenges, with visitation-related resource degradations and cultural impacts being two of them. To address those issues, several strategies including regulations, site managements, and visitor education programs have been commonly used in China and other countries. This paper presents a multiparameter stochastic differential equation model of an Ecological Tourism System to study how the populations of stakeholders vary in a finite time. The solution of Ordinary Differential Equation of Ecological Tourism System reveals that the system collapses when there is a lack of visitor educational intervention. Hence, the Stochastic Dynamic of Ecological Tourism System is introduced to suppress the explosion of the system. But the simulation results of the Stochastic Dynamic of Ecological Tourism System show that the system is still unstable and chaos in some small time interval. The Multiparameters Stochastic Dynamics of Ecological Tourism System is proposed to improve the performance in this paper. The Multiparameters Stochastic Dynamics of Ecological Tourism System not only suppresses the explosion of the system in a finite time, but also keeps the populations of stakeholders in an acceptable level. In conclusion, the Ecological Tourism System develops steadily and sustainably when land managers employ effective visitor education intervention programs to deal with recreation impacts.

Frequency-difference-dependent stochastic resonance in neural systems

Science.gov (United States)

Guo, Daqing; Perc, Matjaž; Zhang, Yangsong; Xu, Peng; Yao, Dezhong

2017-08-01

Biological neurons receive multiple noisy oscillatory signals, and their dynamical response to the superposition of these signals is of fundamental importance for information processing in the brain. Here we study the response of neural systems to the weak envelope modulation signal, which is superimposed by two periodic signals with different frequencies. We show that stochastic resonance occurs at the beat frequency in neural systems at the single-neuron as well as the population level. The performance of this frequency-difference-dependent stochastic resonance is influenced by both the beat frequency and the two forcing frequencies. Compared to a single neuron, a population of neurons is more efficient in detecting the information carried by the weak envelope modulation signal at the beat frequency. Furthermore, an appropriate fine-tuning of the excitation-inhibition balance can further optimize the response of a neural ensemble to the superimposed signal. Our results thus introduce and provide insights into the generation and modulation mechanism of the frequency-difference-dependent stochastic resonance in neural systems.

Solution of Stochastic Nonlinear PDEs Using Automated Wiener-Hermite Expansion

KAUST Repository

Al-Juhani, Amnah

2014-01-06

The solution of the stochastic differential equations (SDEs) using Wiener-Hermite expansion (WHE) has the advantage of converting the problem to a system of deterministic equations that can be solved efficiently using the standard deterministic numerical methods [1]. The main statistics, such as the mean, covariance, and higher order statistical moments, can be calculated by simple formulae involving only the deterministic Wiener-Hermite coefficients. In WHE approach, there is no randomness directly involved in the computations. One does not have to rely on pseudo random number generators, and there is no need to solve the SDEs repeatedly for many realizations. Instead, the deterministic system is solved only once. For previous research efforts see [2, 4].

River water quality management considering agricultural return flows: application of a nonlinear two-stage stochastic fuzzy programming.

Science.gov (United States)

Tavakoli, Ali; Nikoo, Mohammad Reza; Kerachian, Reza; Soltani, Maryam

2015-04-01

In this paper, a new fuzzy methodology is developed to optimize water and waste load allocation (WWLA) in rivers under uncertainty. An interactive two-stage stochastic fuzzy programming (ITSFP) method is utilized to handle parameter uncertainties, which are expressed as fuzzy boundary intervals. An iterative linear programming (ILP) is also used for solving the nonlinear optimization model. To accurately consider the impacts of the water and waste load allocation strategies on the river water quality, a calibrated QUAL2Kw model is linked with the WWLA optimization model. The soil, water, atmosphere, and plant (SWAP) simulation model is utilized to determine the quantity and quality of each agricultural return flow. To control pollution loads of agricultural networks, it is assumed that a part of each agricultural return flow can be diverted to an evaporation pond and also another part of it can be stored in a detention pond. In detention ponds, contaminated water is exposed to solar radiation for disinfecting pathogens. Results of applying the proposed methodology to the Dez River system in the southwestern region of Iran illustrate its effectiveness and applicability for water and waste load allocation in rivers. In the planning phase, this methodology can be used for estimating the capacities of return flow diversion system and evaporation and detention ponds.

Frequency response functions for nonlinear convergent systems

NARCIS (Netherlands)

Pavlov, A.V.; Wouw, van de N.; Nijmeijer, H.

2007-01-01

Convergent systems constitute a practically important class of nonlinear systems that extends the class of asymptotically stable linear time-invariant systems. In this note, we extend frequency response functions defined for linear systems to nonlinear convergent systems. Such nonlinear frequency

Constructive role of Brownian motion: Brownian motors and Stochastic Resonance

Science.gov (United States)

Hänggi, Peter

2005-03-01

Noise is usually thought of as the enemy of order rather as a constructive influence. For the phenomena of Stochastic Resonance [1] and Brownian motors [2], however, stochastic noise can play a beneficial role in enhancing detection and/or facilitating directed transmission of information in absence of biasing forces. Brownian motion assisted Stochastic Resonance finds useful applications in physical, technological, biological and biomedical contexts [1,3]. The basic principles that underpin Stochastic Resonance are elucidated and novel applications for nonlinear classical and quantum systems will be addressed. The presence of non-equilibrium disturbances enables to rectify Brownian motion so that quantum and classical objects can be directed around on a priori designed routes in biological and physical systems (Brownian motors). In doing so, the energy from the haphazard motion of (quantum) Brownian particles is extracted to perform useful work against an external load. This very concept together with first experimental realizations are discussed [2,4,5]. [1] L. Gammaitoni, P. Hä'nggi, P. Jung and F. Marchesoni, Stochastic Resonance, Rev. Mod. Phys. 70, 223 (1998).[2] R. D. Astumian and P. Hä'nggi, Brownian motors, Physics Today 55 (11), 33 (2002).[3] P. Hä'nggi, Stochastic Resonace in Physics and Biology, ChemPhysChem 3, 285 (2002).[4] H. Linke, editor, Special Issue on Brownian Motors, Applied Physics A 75, No. 2 (2002).[5] P. Hä'nggi, F. Marchesoni, F. Nori, Brownian motors, Ann. Physik (Leipzig) 14, xxx (2004); cond-mat/0410033.

Flow Equation Approach to the Statistics of Nonlinear Dynamical Systems

Science.gov (United States)

Marston, J. B.; Hastings, M. B.

2005-03-01

The probability distribution function of non-linear dynamical systems is governed by a linear framework that resembles quantum many-body theory, in which stochastic forcing and/or averaging over initial conditions play the role of non-zero . Besides the well-known Fokker-Planck approach, there is a related Hopf functional methodootnotetextUriel Frisch, Turbulence: The Legacy of A. N. Kolmogorov (Cambridge University Press, 1995) chapter 9.5.; in both formalisms, zero modes of linear operators describe the stationary non-equilibrium statistics. To access the statistics, we investigate the method of continuous unitary transformationsootnotetextS. D. Glazek and K. G. Wilson, Phys. Rev. D 48, 5863 (1993); Phys. Rev. D 49, 4214 (1994). (also known as the flow equation approachootnotetextF. Wegner, Ann. Phys. 3, 77 (1994).), suitably generalized to the diagonalization of non-Hermitian matrices. Comparison to the more traditional cumulant expansion method is illustrated with low-dimensional attractors. The treatment of high-dimensional dynamical systems is also discussed.

Stochastic cooling with a double rf system

International Nuclear Information System (INIS)

Wei, Jie.

1992-01-01

Stochastic cooling for a bunched beam of hadrons stored in an accelerator with a double rf system of two different frequencies has been investigated. The double rf system broadens the spread in synchrotron-oscillation frequency of the particles when they mostly oscillate near the center of the rf bucket. Compared with the ease of a single rf system, the reduction rates of the bunch dimensions are significantly increased. When the rf voltage is raised, the reduction rate, instead of decreasing linearly, now is independent of the ratio of the bunch area to the bucket area. On the other hand, the spread in synchrotron-oscillation frequency becomes small with the double rf system, if the longitudinal oscillation amplitudes of the particles are comparable to the dimension of the rf bucket. Consequently, stochastic cooling is less effective when the bunch area is close to the bucket area

Event-Triggered Faults Tolerant Control for Stochastic Systems with Time Delays

Directory of Open Access Journals (Sweden)

Ling Huang

2016-01-01

Full Text Available This paper is concerned with the state-feedback controller design for stochastic networked control systems (NCSs with random actuator failures and transmission delays. Firstly, an event-triggered scheme is introduced to optimize the performance of the stochastic NCSs. Secondly, stochastic NCSs under event-triggered scheme are modeled as stochastic time-delay systems. Thirdly, some less conservative delay-dependent stability criteria in terms of linear matrix inequalities for the codesign of both the controller gain and the trigger parameters are obtained by using delay-decomposition technique and convex combination approach. Finally, a numerical example is provided to show the less sampled data transmission and less conservatism of the proposed theory.

Stochastic chemical kinetics theory and (mostly) systems biological applications

CERN Document Server

Érdi, Péter; Lente, Gabor

2014-01-01

This volume reviews the theory and simulation methods of stochastic kinetics by integrating historical and recent perspectives, presents applications, mostly in the context of systems biology and also in combustion theory. In recent years, due to the development in experimental techniques, such as optical imaging, single cell analysis, and fluorescence spectroscopy, biochemical kinetic data inside single living cells have increasingly been available. The emergence of systems biology brought renaissance in the application of stochastic kinetic methods.

The ESPAT tool: a general-purpose DSS shell for solving stochastic optimization problems in complex river-aquifer systems

Science.gov (United States)

Macian-Sorribes, Hector; Pulido-Velazquez, Manuel; Tilmant, Amaury

2015-04-01

Stochastic programming methods are better suited to deal with the inherent uncertainty of inflow time series in water resource management. However, one of the most important hurdles in their use in practical implementations is the lack of generalized Decision Support System (DSS) shells, usually based on a deterministic approach. The purpose of this contribution is to present a general-purpose DSS shell, named Explicit Stochastic Programming Advanced Tool (ESPAT), able to build and solve stochastic programming problems for most water resource systems. It implements a hydro-economic approach, optimizing the total system benefits as the sum of the benefits obtained by each user. It has been coded using GAMS, and implements a Microsoft Excel interface with a GAMS-Excel link that allows the user to introduce the required data and recover the results. Therefore, no GAMS skills are required to run the program. The tool is divided into four modules according to its capabilities: 1) the ESPATR module, which performs stochastic optimization procedures in surface water systems using a Stochastic Dual Dynamic Programming (SDDP) approach; 2) the ESPAT_RA module, which optimizes coupled surface-groundwater systems using a modified SDDP approach; 3) the ESPAT_SDP module, capable of performing stochastic optimization procedures in small-size surface systems using a standard SDP approach; and 4) the ESPAT_DET module, which implements a deterministic programming procedure using non-linear programming, able to solve deterministic optimization problems in complex surface-groundwater river basins. The case study of the Mijares river basin (Spain) is used to illustrate the method. It consists in two reservoirs in series, one aquifer and four agricultural demand sites currently managed using historical (XIV century) rights, which give priority to the most traditional irrigation district over the XX century agricultural developments. Its size makes it possible to use either the SDP or

Solution of linear and nonlinear matrix systems. Application to a nonlinear diffusion equation

International Nuclear Information System (INIS)

Bonnet, M.; Meurant, G.

1978-01-01

Different methods of solution of linear and nonlinear algebraic systems are applied to the nonlinear system obtained by discretizing a nonlinear diffusion equation. For linear systems, methods in general use of alternating directions type or Gauss Seidel's methods are compared to more recent ones of the type of generalized conjugate gradient; the superiority of the latter is shown by numerical examples. For nonlinear systems, a method on nonlinear conjugate gradient is studied as also Newton's method and some of its variants. It should be noted, however that Newton's method is found to be more efficient when coupled with a good method for solution of the linear system. To conclude, such methods are used to solve a nonlinear diffusion problem and the numerical results obtained are to be compared [fr

Solution of linear and nonlinear matrix systems. Application to a nonlinear diffusion equation

International Nuclear Information System (INIS)

Bonnet, M.; Meurant, G.

1978-01-01

The object of this study is to compare different methods of solving linear and nonlinear algebraic systems and to apply them to the nonlinear system obtained by discretizing a nonlinear diffusion equation. For linear systems the conventional methods of alternating direction type or Gauss Seidel's methods are compared to more recent ones of the type of generalized conjugate gradient; the superiority of the latter is shown by numerical examples. For nonlinear systems, a method of nonlinear conjugate gradient is studied together with Newton's method and some of its variants. It should be noted, however, that Newton's method is found to be more efficient when coupled with a good method for solving the linear system. As a conclusion, these methods are used to solve a nonlinear diffusion problem and the numerical results obtained are compared [fr

Parameter-free resolution of the superposition of stochastic signals

Energy Technology Data Exchange (ETDEWEB)

Scholz, Teresa, E-mail: tascholz@fc.ul.pt [Center for Theoretical and Computational Physics, University of Lisbon (Portugal); Raischel, Frank [Center for Geophysics, IDL, University of Lisbon (Portugal); Closer Consulting, Av. Eng. Duarte Pacheco Torre 1 15" 0, 1070-101 Lisboa (Portugal); Lopes, Vitor V. [DEIO-CIO, University of Lisbon (Portugal); UTEC–Universidad de Ingeniería y Tecnología, Lima (Peru); Lehle, Bernd; Wächter, Matthias; Peinke, Joachim [Institute of Physics and ForWind, Carl-von-Ossietzky University of Oldenburg, Oldenburg (Germany); Lind, Pedro G. [Institute of Physics and ForWind, Carl-von-Ossietzky University of Oldenburg, Oldenburg (Germany); Institute of Physics, University of Osnabrück, Osnabrück (Germany)

2017-01-30

This paper presents a direct method to obtain the deterministic and stochastic contribution of the sum of two independent stochastic processes, one of which is an Ornstein–Uhlenbeck process and the other a general (non-linear) Langevin process. The method is able to distinguish between the stochastic processes, retrieving their corresponding stochastic evolution equations. This framework is based on a recent approach for the analysis of multidimensional Langevin-type stochastic processes in the presence of strong measurement (or observational) noise, which is here extended to impose neither constraints nor parameters and extract all coefficients directly from the empirical data sets. Using synthetic data, it is shown that the method yields satisfactory results.

Stochastic growth of localized plasma waves

International Nuclear Information System (INIS)

Robinson, P.A.; Cairns, I.H.

2000-01-01

Full text: Localized bursty plasma waves occur in many natural systems, where they are detected by spacecraft. The large spatiotemporal scales involved imply that beam and other instabilities relax to marginal stability and that mean wave energies are low. Stochastic wave growth occurs when ambient fluctuations perturb the wave-driver interaction, causing fluctuations about marginal stability. This yields regions where growth is enhanced and others where damping is increased; observed bursts are associated with enhanced growth and can occur even when the mean growth rate is negative. In stochastic growth, energy loss from the source is suppressed relative to secular growth, preserving it for much longer times and distances than otherwise possible. Linear stochastic growth can operate at wave levels below thresholds of nonlinear wave-clumping mechanisms such as strong-turbulence modulational instability and is not subject to their coherence and wavelength limits. Growth mechanisms can be distinguished by statistics of the fields, whose strengths are lognormally distributed if stochastically growing, power-law distributed in strong turbulence, and uniformly distributed in log under secular growth. After delineating stochastic growth and strong-turbulence regimes, recent applications of stochastic growth theory (SGT) are described, involving bursty plasma waves and unstable particle distributions in type II and III solar radio sources, foreshock regions upstream of the bow shocks of Earth and planets, and Earth's magnetosheath, auroras, and polar-caps. It is shown that when combined with wave-wave processes, SGT accounts for type II and III solar radio emissions. SGT thus removes longstanding problems in understanding persistent unstable distributions, bursty fields, and radio emissions observed in space

Nonlinear transport of dynamic system phase space

International Nuclear Information System (INIS)

Xie Xi; Xia Jiawen

1993-01-01

The inverse transform of any order solution of the differential equation of general nonlinear dynamic systems is derived, realizing theoretically the nonlinear transport for the phase space of nonlinear dynamic systems. The result is applicable to general nonlinear dynamic systems, with the transport of accelerator beam phase space as a typical example

Integration of stochastic generation in power systems

NARCIS (Netherlands)

Papaefthymiou, G.; Schavemaker, P.H.; Sluis, van der L.; Kling, W.L.; Kurowicka, D.; Cooke, R.M.

2006-01-01

Stochastic generation, i.e., electrical power production by an uncontrolled primary energy source, is expected to play an important role in future power systems. A new power system structure is created due to the large-scale implementation of this small-scale, distributed, non-dispatchable

Process theory for supervisory control of stochastic systems with data

NARCIS (Netherlands)

Markovski, J.

2012-01-01

We propose a process theory for supervisory control of stochastic nondeterministic plants with data-based observations. The Markovian process theory with data relies on the notion of Markovian partial bisimulation to capture controllability of stochastic nondeterministic systems. It presents a

Review of "Stochastic Modelling for Systems Biology" by Darren Wilkinson

Directory of Open Access Journals (Sweden)

Bullinger Eric

2006-12-01

Full Text Available Abstract "Stochastic Modelling for Systems Biology" by Darren Wilkinson introduces the peculiarities of stochastic modelling in biology. This book is particularly suited to as a textbook or for self-study, and for readers with a theoretical background.

Stochastic ℋ∞ Finite-Time Control of Discrete-Time Systems with Packet Loss

Directory of Open Access Journals (Sweden)

Yingqi Zhang

2012-01-01

Full Text Available This paper investigates the stochastic finite-time stabilization and ℋ∞ control problem for one family of linear discrete-time systems over networks with packet loss, parametric uncertainties, and time-varying norm-bounded disturbance. Firstly, the dynamic model description studied is given, which, if the packet dropout is assumed to be a discrete-time homogenous Markov process, the class of discrete-time linear systems with packet loss can be regarded as Markovian jump systems. Based on Lyapunov function approach, sufficient conditions are established for the resulting closed-loop discrete-time system with Markovian jumps to be stochastic ℋ∞ finite-time boundedness and then state feedback controllers are designed to guarantee stochastic ℋ∞ finite-time stabilization of the class of stochastic systems. The stochastic ℋ∞ finite-time boundedness criteria can be tackled in the form of linear matrix inequalities with a fixed parameter. As an auxiliary result, we also give sufficient conditions on the robust stochastic stabilization of the class of linear systems with packet loss. Finally, simulation examples are presented to illustrate the validity of the developed scheme.

Stochastic Fractional Programming Approach to a Mean and Variance Model of a Transportation Problem

Directory of Open Access Journals (Sweden)

V. Charles

2011-01-01

Full Text Available In this paper, we propose a stochastic programming model, which considers a ratio of two nonlinear functions and probabilistic constraints. In the former, only expected model has been proposed without caring variability in the model. On the other hand, in the variance model, the variability played a vital role without concerning its counterpart, namely, the expected model. Further, the expected model optimizes the ratio of two linear cost functions where as variance model optimize the ratio of two non-linear functions, that is, the stochastic nature in the denominator and numerator and considering expectation and variability as well leads to a non-linear fractional program. In this paper, a transportation model with stochastic fractional programming (SFP problem approach is proposed, which strikes the balance between previous models available in the literature.

Tangent map intermittency as an approximate analysis of intermittency in a high dimensional fully stochastic dynamical system: The Tangled Nature model.

Science.gov (United States)

Diaz-Ruelas, Alvaro; Jeldtoft Jensen, Henrik; Piovani, Duccio; Robledo, Alberto

2016-12-01

It is well known that low-dimensional nonlinear deterministic maps close to a tangent bifurcation exhibit intermittency and this circumstance has been exploited, e.g., by Procaccia and Schuster [Phys. Rev. A 28, 1210 (1983)], to develop a general theory of 1/f spectra. This suggests it is interesting to study the extent to which the behavior of a high-dimensional stochastic system can be described by such tangent maps. The Tangled Nature (TaNa) Model of evolutionary ecology is an ideal candidate for such a study, a significant model as it is capable of reproducing a broad range of the phenomenology of macroevolution and ecosystems. The TaNa model exhibits strong intermittency reminiscent of punctuated equilibrium and, like the fossil record of mass extinction, the intermittency in the model is found to be non-stationary, a feature typical of many complex systems. We derive a mean-field version for the evolution of the likelihood function controlling the reproduction of species and find a local map close to tangency. This mean-field map, by our own local approximation, is able to describe qualitatively only one episode of the intermittent dynamics of the full TaNa model. To complement this result, we construct a complete nonlinear dynamical system model consisting of successive tangent bifurcations that generates time evolution patterns resembling those of the full TaNa model in macroscopic scales. The switch from one tangent bifurcation to the next in the sequences produced in this model is stochastic in nature, based on criteria obtained from the local mean-field approximation, and capable of imitating the changing set of types of species and total population in the TaNa model. The model combines full deterministic dynamics with instantaneous parameter random jumps at stochastically drawn times. In spite of the limitations of our approach, which entails a drastic collapse of degrees of freedom, the description of a high-dimensional model system in terms of a low

Inverse operator theory method and its applications in nonlinear physics

International Nuclear Information System (INIS)

Fang Jinqing

1993-01-01

Inverse operator theory method, which has been developed by G. Adomian in recent years, and its applications in nonlinear physics are described systematically. The method can be an unified effective procedure for solution of nonlinear and/or stochastic continuous dynamical systems without usual restrictive assumption. It is realized by Mathematical Mechanization by us. It will have a profound on the modelling of problems of physics, mathematics, engineering, economics, biology, and so on. Some typical examples of the application are given and reviewed

Ducks in space: from nonlinear absolute instability to noise-sustained structures in a pattern-forming system

Science.gov (United States)

Avitabile, D.; Desroches, M.; Knobloch, E.; Krupa, M.

2017-11-01

A subcritical pattern-forming system with nonlinear advection in a bounded domain is recast as a slow-fast system in space and studied using a combination of geometric singular perturbation theory and numerical continuation. Two types of solutions describing the possible location of stationary fronts are identified, whose origin is traced to the onset of convective and absolute instability when the system is unbounded. The former are present only for non-zero upstream boundary conditions and provide a quantitative understanding of noise-sustained structures in systems of this type. The latter correspond to the onset of a global mode and are present even with zero upstream boundary conditions. The role of canard trajectories in the nonlinear transition between these states is clarified and the stability properties of the resulting spatial structures are determined. Front location in the convective regime is highly sensitive to the upstream boundary condition, and its dependence on this boundary condition is studied using a combination of numerical continuation and Monte Carlo simulations of the partial differential equation. Statistical properties of the system subjected to random or stochastic boundary conditions at the inlet are interpreted using the deterministic slow-fast spatial dynamical system.

Effects of intrinsic stochasticity on delayed reaction-diffusion patterning systems

KAUST Repository

Woolley, Thomas E.; Baker, Ruth E.; Gaffney, Eamonn A.; Maini, Philip K.; Seirin-Lee, Sungrim

2012-01-01

Cellular gene expression is a complex process involving many steps, including the transcription of DNA and translation of mRNA; hence the synthesis of proteins requires a considerable amount of time, from ten minutes to several hours. Since diffusion-driven instability has been observed to be sensitive to perturbations in kinetic delays, the application of Turing patterning mechanisms to the problem of producing spatially heterogeneous differential gene expression has been questioned. In deterministic systems a small delay in the reactions can cause a large increase in the time it takes a system to pattern. Recently, it has been observed that in undelayed systems intrinsic stochasticity can cause pattern initiation to occur earlier than in the analogous deterministic simulations. Here we are interested in adding both stochasticity and delays to Turing systems in order to assess whether stochasticity can reduce the patterning time scale in delayed Turing systems. As analytical insights to this problem are difficult to attain and often limited in their use, we focus on stochastically simulating delayed systems. We consider four different Turing systems and two different forms of delay. Our results are mixed and lead to the conclusion that, although the sensitivity to delays in the Turing mechanism is not completely removed by the addition of intrinsic noise, the effects of the delays are clearly ameliorated in certain specific cases. © 2012 American Physical Society.

Effects of intrinsic stochasticity on delayed reaction-diffusion patterning systems

KAUST Repository

Woolley, Thomas E.

2012-05-22

Cellular gene expression is a complex process involving many steps, including the transcription of DNA and translation of mRNA; hence the synthesis of proteins requires a considerable amount of time, from ten minutes to several hours. Since diffusion-driven instability has been observed to be sensitive to perturbations in kinetic delays, the application of Turing patterning mechanisms to the problem of producing spatially heterogeneous differential gene expression has been questioned. In deterministic systems a small delay in the reactions can cause a large increase in the time it takes a system to pattern. Recently, it has been observed that in undelayed systems intrinsic stochasticity can cause pattern initiation to occur earlier than in the analogous deterministic simulations. Here we are interested in adding both stochasticity and delays to Turing systems in order to assess whether stochasticity can reduce the patterning time scale in delayed Turing systems. As analytical insights to this problem are difficult to attain and often limited in their use, we focus on stochastically simulating delayed systems. We consider four different Turing systems and two different forms of delay. Our results are mixed and lead to the conclusion that, although the sensitivity to delays in the Turing mechanism is not completely removed by the addition of intrinsic noise, the effects of the delays are clearly ameliorated in certain specific cases. © 2012 American Physical Society.

Nonlinearity of colloid systems oxyhydrate systems

CERN Document Server

Sucharev, Yuri I

2008-01-01

The present monograph is the first systematic study of the non-linear characteristic of gel oxy-hydrate systems involving d- and f- elements. These are the oxyhydrates of rare-earth elements and oxides - hydroxides of d- elements (zirconium, niobium, titanium, etc.) The non-linearity of these gel systems introduces fundamental peculiarities into their structure and, consequently, their properties. The polymer-conformational diversity of energetically congenial gel fragments, which continu-ously transform under the effect of, for instance, system dissipation heat, is central to the au-thor's hy

Ray and wave optics of integrable and stochastic systems

International Nuclear Information System (INIS)

McDonald, S.W.; Kaufman, A.N.

1979-07-01

The generalization of WKB methods to more than one dimension is discussed in terms of the integrability or non-integrability of the geometrical optics (ray Hamiltonian) system derived in the short-wave approximation. In the two-dimensional case the ray trajectories are either regular or stochastic, and the qualitative differences between these types of motion are manifested in the characteristics of the spectra and eigenfunctions. These are examined for a model system which may be integrable or stochastic, depending on a single parameter

The unsaturated bistable stochastic resonance system.

Science.gov (United States)

Zhao, Wenli; Wang, Juan; Wang, Linze

2013-09-01

We investigated the characteristics of the output saturation of the classical continuous bistable system (saturation bistable system) and its impact on stochastic resonance (SR). We further proposed a piecewise bistable SR system (unsaturated bistable system) and developed the expression of signal-to-noise ratio (SNR) using the adiabatic approximation theory. Compared with the saturation bistable system, the SNR is significantly improved in our unsaturated bistable SR system. The numerical simulation showed that the unsaturated bistable system performed better in extracting weak signals from strong background noise than the saturation bistable system.

Estimation of non-linear continuous time models for the heat exchange dynamics of building integrated photovoltaic modules

DEFF Research Database (Denmark)

Jimenez, M.J.; Madsen, Henrik; Bloem, J.J.

2008-01-01

This paper focuses on a method for linear or non-linear continuous time modelling of physical systems using discrete time data. This approach facilitates a more appropriate modelling of more realistic non-linear systems. Particularly concerning advanced building components, convective and radiati...... that a description of the non-linear heat transfer is essential. The resulting model is a non-linear first order stochastic differential equation for the heat transfer of the PV component....... heat interchanges are non-linear effects and represent significant contributions in a variety of components such as photovoltaic integrated facades or roofs and those using these effects as passive cooling strategies, etc. Since models are approximations of the physical system and data is encumbered...

Treatment of constraints in the stochastic quantization method and covariantized Langevin equation

International Nuclear Information System (INIS)

Ikegami, Kenji; Kimura, Tadahiko; Mochizuki, Riuji

1993-01-01

We study the treatment of the constraints in the stochastic quantization method. We improve the treatment of the stochastic consistency condition proposed by Namiki et al. by suitably taking into account the Ito calculus. Then we obtain an improved Langevin equation and the Fokker-Planck equation which naturally leads to the correct path integral quantization of the constrained system as the stochastic equilibrium state. This treatment is applied to an O(N) non-linear σ model and it is shown that singular terms appearing in the improved Langevin equation cancel out the δ n (0) divergences in one loop order. We also ascertain that the above Langevin equation, rewritten in terms of independent variables, is actually equivalent to the one in the general-coordinate transformation covariant and vielbein-rotation invariant formalism. (orig.)

Dynamics of the stochastic Lorenz chaotic system with long memory effects

Energy Technology Data Exchange (ETDEWEB)

Zeng, Caibin, E-mail: zeng.cb@mail.scut.edu.cn; Yang, Qigui, E-mail: qgyang@scut.edu.cn [School of Mathematics, South China University of Technology, Guangzhou 510640 (China)

2015-12-15

Little seems to be known about the ergodic dynamics of stochastic systems with fractional noise. This paper is devoted to discern such long time dynamics through the stochastic Lorenz chaotic system (SLCS) with long memory effects. By a truncation technique, the SLCS is proved to generate a continuous stochastic dynamical system Λ. Based on the Krylov-Bogoliubov criterion, the required Lyapunov function is further established to ensure the existence of the invariant measure of Λ. Meanwhile, the uniqueness of the invariant measure of Λ is proved by examining the strong Feller property, together with an irreducibility argument. Therefore, the SLCS has exactly one adapted stationary solution.

How additive noise generates a phantom attractor in a model with cubic nonlinearity

Energy Technology Data Exchange (ETDEWEB)

Bashkirtseva, Irina; Ryashko, Lev, E-mail: lev.ryashko@urfu.ru

2016-10-07

Two-dimensional nonlinear system forced by the additive noise is studied. We show that an increasing noise shifts random states and localizes them in a zone far from deterministic attractors. This phenomenon of the generation of the new “phantom” attractor is investigated on the base of probability density functions, mean values and variances of random states. We show that increasing noise results in the qualitative changes of the form of pdf, sharp shifts of mean values, and spikes of the variance. To clarify this phenomenon mathematically, we use the fast–slow decomposition and averaging over the fast variable. For the dynamics of the mean value of the slow variable, a deterministic equation is derived. It is shown that equilibria and the saddle-node bifurcation point of this deterministic equation well describe the stochastic phenomenon of “phantom” attractor in the initial two-dimensional stochastic system. - Highlights: • Two-dimensional nonlinear system with cubic nonlinearity is studied. • Additive noise generates a new phantom attractor. • By averaging over the fast variable one-dimensional equation is derived. • Phantom attractor appearance is analyzed by bifurcation analysis of this equation.

Empirical Differential Balancing for Nonlinear Systems

NARCIS (Netherlands)

Kawano, Yu; Scherpen, Jacquelien M.A.; Dochain, Denis; Henrion, Didier; Peaucelle, Dimitri

In this paper, we consider empirical balancing of nonlinear systems by using its prolonged system, which consists of the original nonlinear system and its variational system. For the prolonged system, we define differential reachability and observability Gramians, which are matrix valued functions

Observer-Based Controller Design for a Class of Nonlinear Networked Control Systems with Random Time-Delays Modeled by Markov Chains

Directory of Open Access Journals (Sweden)

Yanfeng Wang

2017-01-01

Full Text Available This paper investigates the observer-based controller design problem for a class of nonlinear networked control systems with random time-delays. The nonlinearity is assumed to satisfy a global Lipschitz condition and two dependent Markov chains are employed to describe the time-delay from sensor to controller (S-C delay and the time-delay from controller to actuator (C-A delay, respectively. The transition probabilities of S-C delay and C-A delay are both assumed to be partly inaccessible. Sufficient conditions on the stochastic stability for the closed-loop systems are obtained by constructing proper Lyapunov functional. The methods of calculating the controller and the observer gain matrix are also given. Two numerical examples are used to illustrate the effectiveness of the proposed method.

Nonequilibrium statistical mechanics and stochastic thermodynamics of small systems

International Nuclear Information System (INIS)

Tu Zhanchun

2014-01-01

Thermodynamics is an old subject. The research objects in conventional thermodynamics are macroscopic systems with huge number of particles. In recent 30 years, thermodynamics of small systems is a frontier topic in physics. Here we introduce nonequilibrium statistical mechanics and stochastic thermodynamics of small systems. As a case study, we construct a Canot-like cycle of a stochastic heat engine with a single particle controlled by a time-dependent harmonic potential. We find that the efficiency at maximum power is 1 - √T c /T h , where Tc and Th are the temperatures of cold bath and hot bath, respectively. (author)

Nonlinear Theoretical Tools for Fusion-related Microturbulence: Historical Evolution, and Recent Applications to Stochastic Magnetic Fields, Zonal-flow Dynamics, and Intermittency

International Nuclear Information System (INIS)

Krommes, J.A.

2009-01-01

Fusion physics poses an extremely challenging, practically complex problem that does not yield readily to simple paradigms. Nevertheless, various of the theoretical tools and conceptual advances emphasized at the KaufmanFest 2007 have motivated and/or found application to the development of fusion-related plasma turbulence theory. A brief historical commentary is given on some aspects of that specialty, with emphasis on the role (and limitations) of Hamiltonian/symplectic approaches, variational methods, oscillation-center theory, and nonlinear dynamics. It is shown how to extract a renormalized ponderomotive force from the statistical equations of plasma turbulence, and the possibility of a renormalized K-? theorem is discussed. An unusual application of quasilinear theory to the problem of plasma equilibria in the presence of stochastic magnetic fields is described. The modern problem of zonal-flow dynamics illustrates a confluence of several techniques, including (i) the application of nonlinear-dynamics methods, especially center-manifold theory, to the problem of the transition to plasma turbulence in the face of self-generated zonal flows; and (ii) the use of Hamiltonian formalism to determine the appropriate (Casimir) invariant to be used in a novel wave-kinetic analysis of systems of interacting zonal flows and drift waves. Recent progress in the theory of intermittent chaotic statistics and the generation of coherent structures from turbulence is mentioned, and an appeal is made for some new tools to cope with these interesting and difficult problems in nonlinear plasma physics. Finally, the important influence of the intellectually stimulating research environment fostered by Prof. Allan Kaufman on the author's thinking and teaching methodology is described.

Nonlinear Response of Strong Nonlinear System Arisen in Polymer Cushion

Directory of Open Access Journals (Sweden)

Jun Wang

2013-01-01

Full Text Available A dynamic model is proposed for a polymer foam-based nonlinear cushioning system. An accurate analytical solution for the nonlinear free vibration of the system is derived by applying He's variational iteration method, and conditions for resonance are obtained, which should be avoided in the cushioning design.

STOCHSIMGPU: parallel stochastic simulation for the Systems Biology Toolbox 2 for MATLAB

KAUST Repository

Klingbeil, G.

2011-02-25

Motivation: The importance of stochasticity in biological systems is becoming increasingly recognized and the computational cost of biologically realistic stochastic simulations urgently requires development of efficient software. We present a new software tool STOCHSIMGPU that exploits graphics processing units (GPUs) for parallel stochastic simulations of biological/chemical reaction systems and show that significant gains in efficiency can be made. It is integrated into MATLAB and works with the Systems Biology Toolbox 2 (SBTOOLBOX2) for MATLAB. Results: The GPU-based parallel implementation of the Gillespie stochastic simulation algorithm (SSA), the logarithmic direct method (LDM) and the next reaction method (NRM) is approximately 85 times faster than the sequential implementation of the NRM on a central processing unit (CPU). Using our software does not require any changes to the user\\'s models, since it acts as a direct replacement of the stochastic simulation software of the SBTOOLBOX2. © The Author 2011. Published by Oxford University Press. All rights reserved.

Thin and heavy tails in stochastic programming

Czech Academy of Sciences Publication Activity Database

Kaňková, Vlasta; Houda, Michal

2015-01-01

Roč. 51, č. 3 (2015), s. 433-456 ISSN 0023-5954 R&D Projects: GA ČR GA13-14445S Institutional support: RVO:67985556 Keywords : stochastic programming problems * stability * Wasserstein metric * L1 norm * Lipschitz property * empirical estimates * convergence rate * linear and nonlinear dependence * probability and risk constraints * stochastic dominance Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.628, year: 2015 http://library.utia.cas.cz/separaty/2015/E/kankova-0447994.pdf

Stochastic Optimisation of Battery System Operation Strategy under different Utility Tariff Structures

OpenAIRE

Erdal, Jørgen Sørgård

2017-01-01

This master thesis develops a stochastic optimisation software for household grid-connected batteries combined with PV-systems. The objective of the optimisation is to operate the battery system in order to minimise the costs of the consumer, and it was implemented in MATLAB using a self-written stochastic dynamic programming algorithm. Load was considered as a stochastic variable and modelled as a Markov Chain. Transition probabilities between time steps were calculated using historic load p...

Stochastic analysis of a novel nonautonomous periodic SIRI epidemic system with random disturbances

Science.gov (United States)

Zhang, Weiwei; Meng, Xinzhu

2018-02-01

In this paper, a new stochastic nonautonomous SIRI epidemic model is formulated. Given that the incidence rates of diseases may change with the environment, we propose a novel type of transmission function. The main aim of this paper is to obtain the thresholds of the stochastic SIRI epidemic model. To this end, we investigate the dynamics of the stochastic system and establish the conditions for extinction and persistence in mean of the disease by constructing some suitable Lyapunov functions and using stochastic analysis technique. Furthermore, we show that the stochastic system has at least one nontrivial positive periodic solution. Finally, numerical simulations are introduced to illustrate our results.

Extinction in neutrally stable stochastic Lotka-Volterra models

Science.gov (United States)

Dobrinevski, Alexander; Frey, Erwin

2012-05-01

Populations of competing biological species exhibit a fascinating interplay between the nonlinear dynamics of evolutionary selection forces and random fluctuations arising from the stochastic nature of the interactions. The processes leading to extinction of species, whose understanding is a key component in the study of evolution and biodiversity, are influenced by both of these factors. Here, we investigate a class of stochastic population dynamics models based on generalized Lotka-Volterra systems. In the case of neutral stability of the underlying deterministic model, the impact of intrinsic noise on the survival of species is dramatic: It destroys coexistence of interacting species on a time scale proportional to the population size. We introduce a new method based on stochastic averaging which allows one to understand this extinction process quantitatively by reduction to a lower-dimensional effective dynamics. This is performed analytically for two highly symmetrical models and can be generalized numerically to more complex situations. The extinction probability distributions and other quantities of interest we obtain show excellent agreement with simulations.

On the small time asymptotics of 3D stochastic primitive equations

OpenAIRE

Dong, Zhao; Zhang, Rangrang

2017-01-01

In this paper, we establish a small time large deviation principle for the strong solution of 3D stochastic primitive equations driven by multiplicative noise. Both the small noise and the small, but highly nonlinear, unbounded nonlinear terms should be taken into consideration.

Kalman filtering state of charge estimation for battery management system based on a stochastic fuzzy neural network battery model

International Nuclear Information System (INIS)

Xu Long; Wang Junping; Chen Quanshi

2012-01-01

Highlights: ► A novel extended Kalman Filtering SOC estimation method based on a stochastic fuzzy neural network (SFNN) battery model is proposed. ► The SFNN which has filtering effect on noisy input can model the battery nonlinear dynamic with high accuracy. ► A robust parameter learning algorithm for SFNN is studied so that the parameters can converge to its true value with noisy data. ► The maximum SOC estimation error based on the proposed method is 0.6%. - Abstract: Extended Kalman filtering is an intelligent and optimal means for estimating the state of a dynamic system. In order to use extended Kalman filtering to estimate the state of charge (SOC), we require a mathematical model that can accurately capture the dynamics of battery pack. In this paper, we propose a stochastic fuzzy neural network (SFNN) instead of the traditional neural network that has filtering effect on noisy input to model the battery nonlinear dynamic. Then, the paper studies the extended Kalman filtering SOC estimation method based on a SFNN model. The modeling test is realized on an 80 Ah Ni/MH battery pack and the Federal Urban Driving Schedule (FUDS) cycle is used to verify the SOC estimation method. The maximum SOC estimation error is 0.6% compared with the real SOC obtained from the discharging test.

Stochastic 2-D Navier-Stokes Equation

International Nuclear Information System (INIS)

Menaldi, J.L.; Sritharan, S.S.

2002-01-01

In this paper we prove the existence and uniqueness of strong solutions for the stochastic Navier-Stokes equation in bounded and unbounded domains. These solutions are stochastic analogs of the classical Lions-Prodi solutions to the deterministic Navier-Stokes equation. Local monotonicity of the nonlinearity is exploited to obtain the solutions in a given probability space and this significantly improves the earlier techniques for obtaining strong solutions, which depended on pathwise solutions to the Navier-Stokes martingale problem where the probability space is also obtained as a part of the solution

Analysis of stability for stochastic delay integro-differential equations.

Science.gov (United States)

Zhang, Yu; Li, Longsuo

2018-01-01

In this paper, we concern stability of numerical methods applied to stochastic delay integro-differential equations. For linear stochastic delay integro-differential equations, it is shown that the mean-square stability is derived by the split-step backward Euler method without any restriction on step-size, while the Euler-Maruyama method could reproduce the mean-square stability under a step-size constraint. We also confirm the mean-square stability of the split-step backward Euler method for nonlinear stochastic delay integro-differential equations. The numerical experiments further verify the theoretical results.

Stochastic programming and market equilibrium analysis of microgrids energy management systems

International Nuclear Information System (INIS)

Hu, Ming-Che; Lu, Su-Ying; Chen, Yen-Haw

2016-01-01

Microgrids facilitate optimum utilization of distributed renewable energy, provides better local energy supply, and reduces transmission loss and greenhouse gas emission. Because the uncertainty in energy demand affects the energy demand and supply system, the aim of this research is to develop a stochastic optimization and its market equilibrium for microgrids in the electricity market. Therefore, a two-stage stochastic programming model for microgrids and the market competition model are derived in this paper. In the stochastic model, energy demand and supply uncertainties are considered. Furthermore, a case study of the stochastic model is conducted to simulate the uncertainties on the INER microgrids in Taiwanese market. The optimal investment of the generators and batteries installation and operating strategies are determined under energy demand and supply uncertainties for the INER microgrids. The results show optimal investment and operating strategies for the current INER microgrids are also determined by the proposed two-stage stochastic model in the market. In addition, trade-off between the battery capacity and microgrids performance is investigated. Battery usage and power trading between the microgrids and main grid systems are the functions of battery capacity. - Highlights: • A two-stage stochastic programming model is developed for microgrids. • Market equilibrium analysis of microgrids is conducted. • A case study of the stochastic model is conducted for INER microgrids.

Stochastic-hydrodynamic model of halo formation in charged particle beams

Directory of Open Access Journals (Sweden)

Nicola Cufaro Petroni

2003-03-01

Full Text Available The formation of the beam halo in charged particle accelerators is studied in the framework of a stochastic-hydrodynamic model for the collective motion of the particle beam. In such a stochastic-hydrodynamic theory the density and the phase of the charged beam obey a set of coupled nonlinear hydrodynamic equations with explicit time-reversal invariance. This leads to a linearized theory that describes the collective dynamics of the beam in terms of a classical Schrödinger equation. Taking into account space-charge effects, we derive a set of coupled nonlinear hydrodynamic equations. These equations define a collective dynamics of self-interacting systems much in the same spirit as in the Gross-Pitaevskii and Landau-Ginzburg theories of the collective dynamics for interacting quantum many-body systems. Self-consistent solutions of the dynamical equations lead to quasistationary beam configurations with enhanced transverse dispersion and transverse emittance growth. In the limit of a frozen space-charge core it is then possible to determine and study the properties of stationary, stable core-plus-halo beam distributions. In this scheme the possible reproduction of the halo after its elimination is a consequence of the stationarity of the transverse distribution which plays the role of an attractor for every other distribution.

Improved Stochastic Subspace System Identification for Structural Health Monitoring

Science.gov (United States)

Chang, Chia-Ming; Loh, Chin-Hsiung

2015-07-01

Structural health monitoring acquires structural information through numerous sensor measurements. Vibrational measurement data render the dynamic characteristics of structures to be extracted, in particular of the modal properties such as natural frequencies, damping, and mode shapes. The stochastic subspace system identification has been recognized as a power tool which can present a structure in the modal coordinates. To obtain qualitative identified data, this tool needs to spend computational expense on a large set of measurements. In study, a stochastic system identification framework is proposed to improve the efficiency and quality of the conventional stochastic subspace system identification. This framework includes 1) measured signal processing, 2) efficient space projection, 3) system order selection, and 4) modal property derivation. The measured signal processing employs the singular spectrum analysis algorithm to lower the noise components as well as to present a data set in a reduced dimension. The subspace is subsequently derived from the data set presented in a delayed coordinate. With the proposed order selection criteria, the number of structural modes is determined, resulting in the modal properties. This system identification framework is applied to a real-world bridge for exploring the feasibility in real-time applications. The results show that this improved system identification method significantly decreases computational time, while qualitative modal parameters are still attained.

Controller Design of Complex System Based on Nonlinear Strength